How the pandemic taught us to turn smart beta into real alpha

Journal of Asset Management · 2020 · PMC7670287

Europe PMC

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marginally statistically significantno p-value reported

In both models, the Momentum factor outcomes were positive at around .20% per month and marginally statistically significant.

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Quoted from the open-access full text in Europe PMC under the licence the publisher applied. The sentence is reproduced exactly as published; the emphasis is ours.