In this video, we examine two articles highlighted on our site. The first article, written by Larry Swedroe, examines the Value and Momentum performance over the past two years ( highlighting great research by the AQR team). The second article, written by Nicolas Rabener, examines portfolios combining either (1) Low Volatility and Momentum or (2) Value and Momentum.
Article Links:
Is There Something Wrong with the Value Premium?
alphaarchitect.com/2020/03/24...
Low Volatility-Momentum Versus Value-Momentum Factor Portfolios
alphaarchitect.com/2020/03/13...
Thumbnail photo by Caspar Rae on Unsplash
Disclosures: alphaarchitect.com/disclosures/