Search Results for: Distortion factor meters
curvature style factors, like value, carry and momentum, are well established as important drivers of excess returns in equities and other asset classes including equity indexes, credit, commodities and currencies (see (jegadeesh & titman, ), (fama & french, ), (carhart, ), (fama & french, a five-factor
(lim & lioui, ) extends the tradition of style factor research even further to the asian emerging local currency government debt markets of china, india and indonesia. we explore how well value, carry and momentum explain the excess returns from portfolios of three commonly used strategies that clearly...
https://www.edhec.edu/en/news/style-factors-emerging-asian-government-bond-markets
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