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
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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, ...
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