The investing strategy that famously generates higher returns with substantially reduced risk--presented by the investor who invented it"A treasure of well researched momentum-driven investing processes."
Gregory L. Morris, Chief Technical Analyst and Chairman, Investment Committee of Stadion Money Management, LLC, and author of Investing with the Trend
Dual Momentum Investing details the author’s own momentum investing method that combines U.S. stock, world stock, and aggregate bond indices--a formula proven to dramatically increase profits while lowering risk.
Antonacci reveals how momentum investors could have achieved long-run returns nearly twice as high as the stock market over the past 40 years, while avoiding or minimizing bear market losses--and he provides the information and insight investors need to achieve such success going forward. His methodology is designed to pick up on major changes in relative strength and market trend.
Gary Antonacci has over 30 years experience as an investment professional focusing on under exploited investment opportunities. In 1990, he founded Portfolio Management Consultants, which advises private and institutional investors on asset allocation, portfolio optimization, and advanced momentum strategies. He writes and runs the popular blog and website optimalmomentum.com. Antonacci earned his MBA at Harvard.
Table of contents
- Title Page
- Copyright Page
- Chapter 1 World’s First Index Fund
- Chapter 2 What Goes Up … Stays Up
- Chapter 3 Modern Portfolio Theory Principles and Practices
- Chapter 4 Rational and Not-So-Rational Explanations of Momentum
- Chapter 5 Asset Selection: The Good, the Bad, and the Ugly
- Chapter 6 Smart Beta and Other Urban Legends
- Chapter 7 Measuring and Managing Risk
- Chapter 8 Global Equities Momentum
- Chapter 9 Mo’ Better Momentum
- Chapter 10 Final Thoughts
- Appendix A Global Equity Momentum Monthly Results
- Appendix B Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay
- Recommended Reading
- About the Author
- Title: Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk
- Release date: November 2014
- Publisher(s): McGraw-Hill
- ISBN: 9780071849456
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