Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk
by Gary Antonacci
RECOMMENDED READING
Know thyself.
—Socrates
THOSE WANTING MORE IN-DEPTH INFORMATION about relative and absolute momentum should consult the research papers listed in the bibliography. You should be able to find most of them online by doing a search on their titles or the authors’ names. Many are also available on the Social Science Research Network (SSRN):
http://papers.ssrn.com/sol3/DisplayAbstractSearch.cfm.
As we know from George Santayana, those who cannot learn from history are doomed to repeat it. In the words of Warren Buffett’s mentor, Benjamin Graham, “The investor’s chief problem and even his worst enemy is likely to be himself.” The following books deal primarily with investor psychology, behavioral finance, and the ...
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