Harnessing Empirical Finance in Long-Term Investing Strategies with Dimensional’s Savina Rizova
Excess Returns
00:00
Investing in Mortgage Back Security Returns
Short term reversal the tendency of stock that had performed well in the last month to underperform fears in the next month or so. We've already taken it into account for a while in our daily investment process as well people don't know much about it because it's usually less land and the momentum effect in the data data. Robert Mavimax again is uh has done some of that research saying that fundamentally romantic is for the mental momentum meaning that price momentum we see in the data is actually linked with profitability growth.
Transcript
Play full episode
