There is extensive evidence that investment strategies based on momentum and value are attractive for portfolio managers who seek higher performances.
Head of Asset Allocation Models at Koris International.
Chief Executive Officer of Koris International
Head of Applied Research at EDHEC-Risk Institute.
Research analyst at EDHEC-Risk Institute.
|Type :||Publication EDHEC|
|Date :||le 08/07/2011|
|Complément d'informations||For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ firstname.lastname@example.org ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Pôle de recherche||Finance|