Deep Value Portfolios: A Long Only Implementation

P Declerck - Available at SSRN 3750134, 2020 - papers.ssrn.com
We describe a framework to build deep value multi-asset long-only portfolios. Portfolios built
according to this framework do add value, and are robust to several changes of …

[PDF][PDF] Applied Value and Momentum Trading

A Malle, F Kildedal - 2020 - research.cbs.dk
In this paper, the performance of systematic fundamental and momentum driven strategies in
the US equity markets is analyzed. We evaluate the performance by backtesting long/short …