Value and Interest Rates: Are Rates to Blame for Value’s Torments?
Thomas Maloney and Tobias J. Moskowitz
The Journal of Portfolio Management May 2021, jpm.2021.1.236; DOI: https://doi.org/10.3905/jpm.2021.1.236
Thomas Maloney
is a managing director at AQR Capital Management in London, UK
Tobias J. Moskowitz
is a professor of finance at Yale University, a research associate at NBER, and a principal at AQR Capital Management in Greenwich, CT
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In this issue
The Journal of Portfolio Management
Vol. 48, Issue 5
April 2022
Value and Interest Rates: Are Rates to Blame for Value’s Torments?
Thomas Maloney, Tobias J. Moskowitz
The Journal of Portfolio Management Mar 2021, jpm.2021.1.236; DOI: 10.3905/jpm.2021.1.236