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Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk
book

Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk

by Gary Antonacci
November 2014
Intermediate to advanced
256 pages
5h 39m
English
McGraw-Hill
Content preview from Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk

CHAPTER 9

MO’ BETTER MOMENTUM

        Simplicity is the ultimate sophistication.

Leonardo da Vinci

WE SAW IN THE LAST chapter how dual momentum gives us higher expected returns with lower expected risk. Chapters 5 and 6 looked at other investment approaches and reinforced why dual momentum is what we should focus on. We saw, in particular, that the propensity to overdiversify is counterproductive to those who understand and are smart enough to implement dual momentum strategies. What we want to look at now are some possible ways to enhance dual momentum and some additional ways we might use it.

DANGERS IN TRYING TO ENHANCE MOMENTUM

Dual momentum is simple and direct, based as it is on straightforward relative and absolute performance. Its only ...

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Publisher Resources

ISBN: 9780071849449