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