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    • What The Bible Says About
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Learning From Campbell’s “Return Dispersion, Counterintuitive Correlation”
Correlation among CTAs is generally high but this correlation becomes weaker when there are opportunities to capture momentum premiums. The dispersion in performance widens when correlation breaks down.

01 March, 2015 / 0 Comments

Jay Ng’s personal blog on living well, parenting, starting up ventures and investing.