What is momentum in asset returns? Can it be used to construct a long/short factor? How did

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What is momentum in asset returns? Can it be used to construct a long/short factor? How did Carhart (1997) modify the three-factor model to take into account momentum?

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Investment Valuation And Asset Pricing Models And Methods

ISBN: 9783031167836

1st Edition

Authors: James W. Kolari, Seppo Pynnönen

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Question Posted: Mar 05, 2024 06:00 AM

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What is momentum in asset returns? Can it be used to construct a long/short factor? How did

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Answer Momentum in asset returns refers to the tendency of assets that have performed well or poorly in the recent past to continue to perform well or ...View the full answer

Investment Valuation And Asset Pricing Models And Methods

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