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Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk by Gary Antonacci

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BIBLIOGRAPHY

Ahn, Dong-Hyu, Jennifer Conrad, and Robert Dittmar (2003), “Risk Adjustment and Trading Strategies,” Review of Financial Studies 16(2), 459–485.

Akemann, Charles A., and Werner E. Keller (1977), “Relative Strength Does Persist!” Journal of Portfolio Management 4(1), 38–45.

Amenc, Noël, Felix Goltz, and Véronique Le Sourd (2009), “The Performance of Characteristics-Based Indices,” European Financial Management 15(2), 241–278.

Ang, Andrew (2012), “Mean Variance Investing,” working paper.

Antonacci, Gary (2011), “Optimal Momentum: A Global Cross Asset Approach,” Portfolio Management Consultants.

Antonacci, Gary (2012), “Risk Premia Harvesting Through Dual Momentum,” Portfolio Management Consultants.

Antonacci, Gary (2013), “Absolute ...

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