…into a combined portfolio. The high-level principles of blending factors are pretty straight forward. For example, if value produces an excess return over time and momentum does too, but they…
Search Results for: momentum
Bitcoin for Your Portfolio?
…a role in diversifying a portfolio,” but registers skepticism regarding its role as an investment asset. “Its popularity with momentum investors and speculative buyers makes it prone to pricing bubbles…
Swedroe on the Battle of Factor Models
…from July 1990 through October 2018 and found the following: Momentum showed the highest average return while size showed the smallest average return. The CAPM is “dominated by all other…
The Basics of Value Investing
…to the value factor. Momentum and value tend to make great partners because their excess returns are negatively correlated. So when value is struggling, momentum can help to pick it…
Weekly Guru Investor Highlights: Defining Risk, Momentum & Trend Following, Bill Miller & More
…featured on the blog for the week ending 2/5/2021. The Posts We Discuss: What is Risk? An In Depth Look at Momentum Investing and Trend Following with Jack Vogel (Ep….