November 2014
Intermediate to advanced
256 pages
5h 39m
English
book
Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk
by Gary Antonacci
Content preview from Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower RiskBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
BIBLIOGRAPHY
Ahn, Dong-Hyu, Jennifer Conrad, and Robert Dittmar (2003), “Risk Adjustment and Trading Strategies,” Review of Financial Studies 16(2), 459–485.
Akemann, Charles A., and Werner E. Keller (1977), “Relative Strength Does Persist!” Journal of Portfolio Management 4(1), 38–45.
Amenc, Noël, Felix Goltz, and Véronique Le Sourd (2009), “The Performance of Characteristics-Based Indices,” European Financial Management 15(2), 241–278.
Ang, Andrew (2012), “Mean Variance Investing,” working paper.
Antonacci, Gary (2011), “Optimal Momentum: A Global Cross Asset Approach,” Portfolio Management Consultants.
Antonacci, Gary (2012), “Risk Premia Harvesting Through Dual Momentum,” Portfolio Management Consultants.
Antonacci, Gary (2013), “Absolute ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.