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Keep Up The Momentum - thierry-roncalli.com

Keep Up The Momentum - thierry-roncalli.com

www.thierry-roncalli.com

Keep Up The Momentum Thierry Roncalli Quantitative Research Amundi Asset Management, Paris thierry.roncalli@amundi.com December 2017 Abstract The momentum risk premium is one of the most important alternative risk premia

  Momentum, Keep, Keep up the momentum

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