The case explores the momentum investment strategy of AlphaArchitect, a boutique asset management firm. The protagonist, Wes Grey the CEO of AlphaArchitect, is preparing a potential client presentation for Lochen Capital, a multi-family office. Lochen has traditionally focused on value-investing and as a result the presentation needs to compare and contrast the two styles. The case introduces students to the simplest of quantitative investing strategies, momentum. Additionally, students explore AlphaArchitect's approach to implementing the theoretical momentum strategy in practice through their ETF product.

【書誌情報】

ページ数：16ページ

サイズ：A4

商品番号：HBSP-UV8300

発行日：2021/6/27

登録日：2021/12/23