Momentum
The Momentum Factor Is Real. Too Bad It Doesn’t Work.
Decades of academic research support the existence of the momentum factor, but it can’t be put into practice in reality, according to a new study from Dimensional Fund Advisors.
The Momentum Factor Is Real. Too Bad It Doesn’t Work.
Decades of academic research support the existence of the momentum factor, but it can’t be put into practice in reality, according to a new study from Dimensional Fund Advisors.