A Century of Evidence on Trend-Following Investing

Brian Hurst; Yao Hua Ooi; Lasse Heje Pedersen

doi:10.3905/jpm.2017.44.1.015

A Century of Evidence on Trend-Following Investing

Brian Hurst, Yao Hua Ooi and Lasse Heje Pedersen

The Journal of Portfolio Management Fall 2017, 44 (1) 15-29; DOI: https://doi.org/10.3905/jpm.2017.44.1.015

Brian Hurst

is a principal at AQR Capital Management in Greenwich, CT.

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Yao Hua Ooi

is a principal at AQR Capital Management in Greenwich, CT.

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Lasse Heje Pedersen

is a principal at AQR Capital Management in Greenwich, CT, and a professor at Copenhagen Business School in Frederiksberg, Denmark, and New York University in New York, NY.

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vol. 44 no. 1 15-29

DOI

https://doi.org/10.3905/jpm.2017.44.1.015

Published By

Pageant Media Ltd

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0095-4918

Online ISSN

2168-8656

History

Published online October 31, 2017.

Author Information

Brian Hurst
1. is a principal at AQR Capital Management in Greenwich, CT.
Yao Hua Ooi
1. is a principal at AQR Capital Management in Greenwich, CT.
Lasse Heje Pedersen
1. is a principal at AQR Capital Management in Greenwich, CT, and a professor at Copenhagen Business School in Frederiksberg, Denmark, and New York University in New York, NY.

To order reprints of this article, please contact David Rowe at drowe{at}iijournals.com or 212-224-3045.

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A Century of Evidence on Trend-Following Investing

Brian Hurst, Yao Hua Ooi, Lasse Heje Pedersen

The Journal of Portfolio Management Oct 2017, 44 (1) 15-29; DOI: 10.3905/jpm.2017.44.1.015

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A Century of Evidence on Trend-Following Investing

Brian Hurst, Yao Hua Ooi, Lasse Heje Pedersen

The Journal of Portfolio Management Oct 2017, 44 (1) 15-29; DOI: 10.3905/jpm.2017.44.1.015

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