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

INDEX

Please note that index links point to page beginnings from the print edition. Locations are approximate in e-readers, and you may need to page down one or more times after clicking a link to get to the indexed material.

Absolute momentum, 145–172

     applied, in Global Equity Momentum, 95–97

     characteristics of, 85–88, 150–157

     data and methodology for study of, 148–149

     and dual momentum, 119–121

     in factor pricing models, 170

     formation period of, 149–150

     in Global Equity Momentum, 98–100

     and leverage, 168–170

     in parity portfolios, 160–165

     to reduce parity portfolio drawdown, 165–167

     and risk, 84–88

     in 60/40 balanced portfolios, 157–160

     and stochastic dominance, 167–168

     understanding, ...