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Factor Momentum

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Academic paper

Factor Momentum

AuthorsRobert D. Arnott; Mark Clements; Vitali Kalesnik; Juhani T. Linnainmaa

Institute
  • Research Affiliates, LLC
  • Capital University
  • Los Angeles Capital Management
  • Healthcentric Advisors
  • Research Affiliates Global Advisors
  • Dartmouth College
  • National Bureau of Economic Research
  • Dartmouth College - Tuck School of Business
  • National Bureau of Economic Research (NBER)

Paper linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3116974

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