pletion Status: 1 20 31 4 5 6 7 7 8 9 10 11 12 13 14 15 16 17 18 QUESTION 18 Is periodic rebalancing required for value and momentum investing strategies? Neither strategy requires periodic rebalancing - these are long-only investment factors Value strategy requires period rebalancing, but momentum does not Momentum strategy requires period rebalancing, but value does not Both strategies require periodic rebalancing QUESTION 19 What could we conclude when presented with the fact that the size offoct has disappeared? It was a spurious effect arising purely by chance It was a behavioral effect and has since been arbitraged away It was a true risk factor in the past, but shifts in investors' risk attitudes have diminished its risk premium All of the above are plausible explanations of the disappearance of the size etfect Click Save and submito se and submit Chek Sare All Antall