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Clare, Andrew
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When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies
Clare, Andrew
;
Seaton, James
;
Smith, Peter N.
;
Thomas, …
-
Department of Economics and Related Studies, University …
-
2014
combination with a relative momentum filter, not only reduces the performance advantage of value over
growth
investing
but …
Persistent link: https://www.econbiz.de/10010796799
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