Factor Investing Overview

• An Overview of Factor Investing
• Factor Investing: an Introduction
• Putting Factors to Work
• How to Evaluate Factor-based Investment Strategies
• The Story of Factor-based Investing
• Foundations of Factor Investing

Momentum Factor 관련 논문

• Analysis of Trend Following Systems
• A Quantitative Approach to Tactical Asset Allocation
• Managed Futures and Long Volatility
• The Risk in Hedge Fund Strategies - Theory and Evidence from Trend Followers