Conventional wisdom tells us that stocks tend to outperform government bonds in the long term. That is, if stocks are … investors how the riskiness of stocks and bonds can change as an investor’s holding period lengthens. First, she explains why … stocks are generally considered riskier than government bonds and thus, on average, should pay higher rates of return to …

be used to enhance portfolio performance by better timing entry into value stocks (and isolating those growth stocks that … still have some period to run). Design/methodology/approach – The paper uses the traditional methodology of ranking stocks … momentum factors are able to enhance value portfolios by identifying stocks that will not perform well in the immediate future …

and Sharpe ratios offered by small capitalization stocks. On the contrary small caps command large optimal weights when …