Volatility Strategies

Record European Momentum Rebalance Could Trigger Value Tailwinds: BofA

Mar 29, 2021

Factor investing is topical once again in Europe, with factor diversification back after a period of high concentration of risk in momentum strategies, according to Bank of America officials. In a recent strategy report, BofA strategists predict a softening of the strongly negative value/momentum relationship that has characterized the last few months, as well as

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