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CIO Magazine Innovation and IT Strategy blog
Ms.
Elana Varon who writes the CIO Magazine's
Innovation and IT Strategy blog
quoted me
today
in saying that some quantitative investment models are over-engineered. This old
article
of mine is an elaboration of my view on this.
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CIO Magazine Innovation and IT Strategy blog
The Perils of Momentum Strategies
Further debate on factor models
The "failed" factors have reverted
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