Momentum Investment Strategies

Bruce J Vanstone

Momentum Investment Strategies

Bruce J Vanstone

Bond University

Research output: Contribution to conference › Paper › peer-review

Abstract

An overview of using momentum for investment: how it works, why it works, and the spectrum of expected returns. The presentation will focus on using ETFs to build momentum portfolios, focusing on strategies available to the retail investor.

Original language	English
Publication status	Published - 24 Oct 2020
Externally published	Yes
Event	The 33rd IFTA Conference - Duration: 24 Oct 2020 → 24 Oct 2020 https://ifta-conference2020.vtad.de/

Conference

Conference	The 33rd IFTA Conference
Period	24/10/20 → 24/10/20
Internet address	https://ifta-conference2020.vtad.de/

Cite this

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title = "Momentum Investment Strategies",

abstract = "An overview of using momentum for investment: how it works, why it works, and the spectrum of expected returns. The presentation will focus on using ETFs to build momentum portfolios, focusing on strategies available to the retail investor.",

author = "Vanstone, \{Bruce J\}",

note = "The 33rd IFTA Conference ; Conference date: 24-10-2020 Through 24-10-2020; The 33rd IFTA Conference ; Conference date: 24-10-2020 Through 24-10-2020",

year = "2020",

month = oct,

day = "24",

language = "English",

url = "https://ifta-conference2020.vtad.de/",

}

TY - CONF

T1 - Momentum Investment Strategies

AU - Vanstone, Bruce J

N1 - The 33rd IFTA Conference ; Conference date: 24-10-2020 Through 24-10-2020

PY - 2020/10/24

Y1 - 2020/10/24

N2 - An overview of using momentum for investment: how it works, why it works, and the spectrum of expected returns. The presentation will focus on using ETFs to build momentum portfolios, focusing on strategies available to the retail investor.

AB - An overview of using momentum for investment: how it works, why it works, and the spectrum of expected returns. The presentation will focus on using ETFs to build momentum portfolios, focusing on strategies available to the retail investor.

M3 - Paper

T2 - The 33rd IFTA Conference

Y2 - 24 October 2020 through 24 October 2020

ER -

Momentum Investment Strategies

Abstract

Conference

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