In this video, we examine two articles highlighted on our site. The first article, written by Larry Swedroe, examines the Value and Momentum performance over the past two years ( highlighting great research by the AQR team). The second article, written by Nicolas Rabener, examines portfolios combining either (1) Low Volatility and Momentum or (2) Value and Momentum.

Article Links:

  1. Is There Something Wrong with the Value Premium?
  2. Low Volatility-Momentum Versus Value-Momentum Factor Portfolios

External link to the video here.