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Tag: risk asymmetry

Asymmetric Risks of Momentum Strategies

May 5, 2014

Asymmetric Risks of Momentum Strategies is another attempt to explain the excess returns of momentum using the Capital Asset Pricing Model. The paper discusses a theory of risk asymmetry in momentum risk/reward, but not how… Read More

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Tag: risk asymmetry

Asymmetric Risks of Momentum Strategies