Melding Momentum and Stock Portfolio Management Practices
February 13, 2012 - Momentum Investing
It is arguable that many stock momentum strategy tests derive more from logical/programming simplicity than common portfolio management practices. Does momentum work for portfolios of U.S. stocks when melded with the latter? In the January 2012 update of his paper entitled “Relative Strength and Portfolio Management”, John Lewis tests individual stock momentum in the context of real-world… Keep Reading