BIBLIOGRAPHY

Ahn, Dong-Hyu, Jennifer Conrad, and Robert Dittmar (2003), “Risk Adjustment and Trading Strategies,” Review of Financial Studies 16(2), 459–485.

Akemann, Charles A., and Werner E. Keller (1977), “Relative Strength Does Persist!” Journal of Portfolio Management 4(1), 38–45.

Amenc, Noël, Felix Goltz, and Véronique Le Sourd (2009), “The Performance of Characteristics-Based Indices,” European Financial Management 15(2), 241–278.

Ang, Andrew (2012), “Mean Variance Investing,” working paper.

Antonacci, Gary (2011), “Optimal Momentum: A Global Cross Asset Approach,” Portfolio Management Consultants.

Antonacci, Gary (2012), “Risk Premia Harvesting Through Dual Momentum,” Portfolio Management Consultants.

Antonacci, Gary (2013), “Absolute ...

Get Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.