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It's pretty similar to momentum investing, except using real returns rather than relative performance: https://www.aqr.com/Insights/Research/Journal-Article/Fac
by xkjkls 8y ago
It's pretty similar to momentum investing, except using real returns rather than relative performance: https://www.aqr.com/Insights/Research/Journal-Article/Fact-Fiction-and-Momentum-Investing https://www.aqr.com/Insights/Research/Journal-Article/Fact-F...