Turning on its head the "raging debate" on which investment style is better: value verses momentum, AQR's Ronen Israel set out to prove that like the Taste Great/Less Filling fight over beer, value and momentum investing
perform better together, than apart.
20660), authors Benjamin Chabot, Eric Ghysels, and Ravi Jagannathan provide new evidence on the risks and returns of momentum investing
using historical data from Victorian Era London and the mid-1920s to the present-day United States.
The Fool responds: Momentum investing
Dual Momentum Investing
details the author's own momentum investing
method that combines U.
Precious metals fund investors could have benefitted from momentum investing
in 2010, when that category set the pace, but the price of gold has soared so rapidly that further growth may be difficult to sustain.
CLIFF ASNESS IS known as a hedge fund manager who caters to institutions, is a true believer in momentum investing
, and despite his University of Chicago credentials, a heretic who rejected Fama-French dogma on the efficient markets to build his own investing doctrine using, the often-criticized concept called momentum investing
In an article published earlier, he wrote the two value investing and momentum investing
are like oil and water, but combining the two can be deployed as a strategy.
The desire to chase shares higher is referred to as momentum investing
Some analysts believe in momentum investing
("don't fight the tape"), so favorable sentiment is a bullish sign.
The authors' momentum investing
argument is too strong.
That's because the short positions in long/short equity baskets have been pounded because of momentum investing
and all the money flowing into mutual funds, which invest in small capital stocks that are popular shorting targets.