Clifford Tyler: A momentum investing strategy is the rather insane proposition that you can buy a portfolio of what has been going up for the last six to 12 months, and beat the market. He says it's not quite as good a deal as it sounds because the risk is also larger in small caps. The Conversations with Tyler is produced by the Mercatus Center at George Mason University.
Tyler and investment strategist Cliff Asness discuss momentum and value investing strategies, disagreeing with Eugene Fama, Marvel vs. DC, the inscrutability of risk, high frequency trading, the economics of Ayn Rand, bubble logic, and why never to share a gym with Cirque du Soleil.
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