Shorting Lousy Stocks = Lousy Returns?

Shorting Lousy Stocks = Lousy Returns? Even the worst stocks have their time in the limelight March 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published by the CFA Institute’s EI blog. SUMMARY Shorting stocks with poor...

Cap-Weighted Benchmarks: Good Momentum Bets?

Cap-Weighted Benchmarks: Good Momentum Bets? No, they are not. July 2020. Reading Time: 10 Minutes. Author: Rodolfo Martell. SUMMARY After strong momentum rallies, investors frequently ask if cap-weighted benchmarks are good Momentum bets Factor exposure analysis...

LOVM Portfolios Around the World

LOVM Portfolios Around the World Betting On Boring Winners March 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published at Alpha Architect. Here is the link. SUMMARY Low Volatility-Momentum portfolios outperformed markets...

LOVM: Low Volatility-Momentum Portfolios

LOVM: Low Volatility-Momentum PortfoliosThe Factor Combination Creating the Least Amount of Emotional Pain? February 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. This research note was originally published at Alpha Architect. Here is the link.SUMMARYLow...