Factor Investing: The relationship between Momentum Profits and Macroeconomic Risk

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Keywords	factor, factor investing, momentum, momentum strategy, macroeconomic risk, macroeconomics
Thesis Advisor	Urquhart, Andrew, Li, Yonghan
Persistent URL	hdl.handle.net/2105/57561
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Todorov, Slavi. (2021). Factor Investing: The relationship between Momentum Profits and Macroeconomic Risk. In Finance & Investments.http://hdl.handle.net/2105/57561

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