Insight

Not all factors are created equal

Momentum in Bonds and Equities

In our paper, “Theory to practice: Bond momentum for equities – and equity momentum for bonds”, we evaluate factor existence within traditional asset classes.

Our approach is anchored by four pillars: Economic Theory, Robust Risk and Return Evidence, Cross-Asset and Across-Region Validation and Implementability. As an application of this framework, we look at momentum by examining the efficacy of bond momentum in equities and equity momentum in bonds.

Download the paper to learn more.

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