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Jack Vogel - Momentum in Theory, Momentum in Practice (S1E6)

Flirting with Models

CHAPTER

Risk Adjusted vs Bata

A lot of firms and a lot of academics have written about the benefits of adjusting total return for volatility using a risk adjusted measure, controlling for bata. Do you think that they are overlapping concepts, or do you think they are independent concepts that can actually be used in harmony? I would say ther they're probably related. There's probably a benefit. But i think the two are probably highly related.

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