Antoine Falck
Antoine Falck earned his MSc “Probability and Finance” (ex-DEA El Karoui) from Ecole Polytechnique Paris and University Pierre et Marie Curie (Paris 6) in 2018. He worked for Capital Fund Management as a quant researcher on smart beta topics.
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Articles by Antoine Falck
Is factor momentum greater than stock momentum?
Is factor momentum greater than stock momentum? Yes – this paper argues – but only at short lags.