In this video, we examine two articles highlighted on our site. The first article, written by Larry Swedroe, examines the Value and Momentum performance over the past two years ( highlighting great research by the AQR team). The second article, written by Nicolas Rabener, examines portfolios combining either (1) Low Volatility and Momentum or (2) Value and Momentum.

Article Links:

Is There Something Wrong with the Value Premium?

https://alphaarchitect.com/2020/03/24/is-there-something-wrong-with-the-value-premium/

Low Volatility-Momentum Versus Value-Momentum Factor Portfolios

https://alphaarchitect.com/2020/03/13/low-volatility-momentum-versus-value-momentum-factor-portfolios/

External link to the video here.

https://www.youtube.com/watch?v=rIdjBO1iibk&feature=youtu.be