David Koh
David Koh
Just some of my thoughts
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Investments

There is one post filed in Investments.

Dual Momentum: Does it still work? Recent results are not encouraging

Momentum stock trading strategies are premised on the historical observation that an asset’s performance tends to persist into the future. Momentum has been studied extensively by both practitioners and academics alike over the past years and the general consensus is that it is both pervasive across asset classes and time periods. Fama/French (2008) also famously […]

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