Momentum’s Awkward Trade-offs
47:50–48:35 · 45s
Ben notes momentum’s strong data but highlights Fama-French’s reluctance and how transaction costs can erase its edge, changing which model looks best.
47:50–48:35 · 45s
Ben notes momentum’s strong data but highlights Fama-French’s reluctance and how transaction costs can erase its edge, changing which model looks best.
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