Bird, Ron; Casavecchia, Lorenzo - In: International Journal of Managerial Finance 3 (2007) 3, pp. 229-262
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 …