Compound Your Knowledge: Value, Momentum, and Low Volatility

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:
Is There Something Wrong with the Value Premium?
alphaarchitect...
Low Volatility-Momentum Versus Value-Momentum Factor Portfolios
alphaarchitect...
Thumbnail photo by Caspar Rae on Unsplash
Disclosures: alphaarchitect...