Title

Momentum (Part 3 of 3)

Date of this Version

1-1-2010

Document Type

Miscellaneous Material

Publication Details

Published Version.

Vanstone, B. (2010). Momentum (Part 3 of 3). Retrieved from http://www.portercapital.com.au/research-and-articles.html

Access the publisher's website.

© Copyright Bruce Vanstone & Porter Capital Management, 2010

Abstract

Extract:

This article is part 3 of a 3‐part series. In this final article, I will summarize the key characteristics of investing using momentum based approaches. I will also discuss some approaches to managing risk in momentum models, and the benefits investors expect when investing with rules‐based funds.