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Published in Journal of portfolio management (31.10.2017)
Published in Journal of portfolio management (31.10.2017)
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Time series momentum
Moskowitz, Tobias J., Ooi, Yao Hua, Pedersen, Lasse Heje
Published in Journal of financial economics (01.05.2012)
Published in Journal of financial economics (01.05.2012)
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Commodities for the Long Run
Levine, Ari, Ooi, Yao Hua, Richardson, Matthew, Sasseville, Caroline
Published in Financial analysts journal (01.01.2018)
Published in Financial analysts journal (01.01.2018)
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You Can’t Always Trend When You Want
Babu, Abhilash, Hoffman, Brendan, Levine, Ari, Ooi, Yao Hua, Schroeder, Sarah, Stamelos, Erik
Published in Journal of portfolio management (01.03.2020)
Published in Journal of portfolio management (01.03.2020)
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