Without optimization for lower turnover, the 12 - month price momentum portfolio in our study recorded 129 % annualized turnover. (indexologyblog.com)
I need to offer a correction on the high yield momentum portfolio I wrote about 3 days ago. (scottsinvestments.com)
Once again, we observe a large (and highly economically significant) gap between the premium demonstrated by long — short momentum portfolios on paper and the returns earned by live funds. (researchaffiliates.com)