When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies
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More about this item
Keywords
International equity; Value investing; Growth investing; Relative momentum; Trend following; Tail risk;All these keywords.
JEL classification:
- G0 - Financial Economics - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2014-08-09 (Financial Markets)
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