Please allow books to exclude assets based on rules.

Why not allow books to stop investing in under-performing portfolios until factor reversal turn back into factor gains?

Allowing rules in books could also enable a simple version of factor momentum. Factor momentum is reported to have doubled excess returns.

Please do this!
Results: Total score: 11 , # of Votes: 3 , Average: 3.7
You will be able to view details once you have voted.
Requested by: Chipper6
On date: 06/01/21
Category: Portfolio

1 comment