You Can’t Always Trend When You Want | The Journal of Portfolio Management

The Journal of Portfolio Management

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vol. 46 no. 4 52-68

DOI

https://doi.org/10.3905/jpm.2020.1.133

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Pageant Media Ltd

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Published online February 28, 2020.

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Latest version (February 1, 2020 - 03:35).
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© 2020 Pageant Media Ltd

Author Information

Abhilash Babu
1. is a vice president at AQR Capital Management in Greenwich, CT. (abhilash.babu{at}aqr.com)
Brendan Hoffman
1. is a managing director at AQR Capital Management in Greenwich, CT. (brendan.hoffman{at}aqr.com)
Ari Levine
1. is a principal at AQR Capital Management in Greenwich, CT. (ari.levine{at}aqr.com)
Yao Hua Ooi
1. is a principal at AQR Capital Management in Greenwich, CT. (yao.ooi{at}aqr.com)
Sarah Schroeder
1. is a vice president at AQR Capital Management in Greenwich, CT. (sarah.schroeder{at}aqr.com)
Erik Stamelos
1. is a managing director at AQR Capital Management in Greenwich, CT. (erik.stamelos{at}aqr.com)

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