FactSet
@FactSet
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가입 November 2008
291 팔로잉 중 121.9K 팬
Is momentum dead? Split by macro regime, its Information Ratio swings from 0.44 in expansion to -0.34 in contraction post-2007, a wider spread than before 2007. The premium did not vanish. It reorganized around the growth cycle.
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