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Guido Baltussen,M. Sipke Dom,Bart van Vliet,Milan Vidojevic
A Stronger, Extra Resilient Framework for Lengthy-Time period Allocators
This exhibit reveals the cumulative returns of a long-short momentum technique (winner-minus-loser portfolio) in US equities from 1866 to 2024. Efficiency is gross of transaction prices in USD. Each value-weighted and equal-weighted portfolios...
December 17, 2025
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