About this document
Momentum and Quality in Equity Portfolios by Eliot Lienhardt is a document available to read on EtoBox.
The document discusses the positive excess returns generated by momentum and quality factors in global equity markets, emphasizing their importance in diversified portfolios. Key findings indicate that while quality generally outperforms in most markets, momentum consistently outperforms across all segments, with varying correlations between the two factors. The research also highlights the optimal mix of these strategies, suggesting different allocations based on market segments to maximize information rat
- Author
- Eliot Lienhardt
- Language
- EN