Antoine Falck

Capital Fund Management International Inc.

The Chrysler Building, 55th floor,

405 Lexington Avenue,

New York, NY 10174

United States

SCHOLARLY PAPERS

2

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1,086

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

When Systematic Strategies Decay

Number of pages: 47 Posted: 18 May 2021 Last Revised: 01 Jul 2021
Antoine Falck, Adam Rej and David Thesmar
Capital Fund Management International Inc., Capital Fund Management International Inc. and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 746 (64,384)
Citation 7

Abstract:

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factor returns, arbitrage, overfitting

2.

Is Factor Momentum More than Stock Momentum?

Number of pages: 33 Posted: 27 Oct 2020
Antoine Falck, Adam Rej and David Thesmar
Capital Fund Management International Inc., Capital Fund Management International Inc. and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 340 (165,685)

Abstract:

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factor returns, factor momentum, stock momentum