Yao Hua Ooi

AQR Capital Management, LLC

Greenwich, CT

United States

  • AQR Capital Management, LLC

SCHOLARLY PAPERS

6

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Top 1,618

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31,331

SSRN CITATIONS
Rank 4,971

SSRN RANKINGS

Top 4,971

in Total Papers Citations

288

CROSSREF CITATIONS

48

Scholarly Papers (6)

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1.

Time Series Momentum

Chicago Booth Research Paper No. 12-21, Fama-Miller Working Paper
Number of pages: 62 Posted: 23 Jun 2012
Tobias J. Moskowitz, Tobias J. Moskowitz, Yao Hua Ooi and Lasse Heje Pedersen
Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 14,673 (486)
Citation 276

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2.

A Century of Evidence on Trend-Following Investing

Number of pages: 26 Posted: 28 Jun 2017
Brian Hurst, Yao Hua Ooi and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 9,239 (1,094)
Citation 50

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trend-following, time series momentum, managed futures, CTA, hedge funds, alternative investments

3.

Trends Everywhere

Journal of Investment Management, Forthcoming, NYU Stern School of Business
Number of pages: 26 Posted: 17 May 2019
Abhilash Babu, Ari Levine, Yao Hua Ooi, Lasse Heje Pedersen and Erik Stamelos
AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 3,705 (5,261)
Citation 3

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managed futures, time series momentum, trend following, factor momentum, alternative markets, hedge funds, trading strategies, exotic commodities

4.

Commodities for the Long Run

Downloads 2,236 (11,800)
Citation 8

Commodities for the Long Run

Number of pages: 24 Posted: 21 Oct 2016 Last Revised: 27 Jul 2017
Ari Levine, Yao Hua Ooi, Matthew P. Richardson and Caroline Sasseville
AQR Capital Management, AQR Capital Management, LLC, Department of Finance, Leonard N. Stern School of Business, New York University and AQR Capital Management, LLC
Downloads 2,123 (12,546)

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Commodities, Spot Returns, Convenience Yields, Carry, Business Cycle, Inflation, Backwardation, Asset Allocation

Commodities for the Long Run

NBER Working Paper No. w22793
Number of pages: 40 Posted: 07 Nov 2016 Last Revised: 13 Apr 2023
Ari Levine, Yao Hua Ooi and Matthew P. Richardson
AQR Capital Management, AQR Capital Management, LLC and Department of Finance, Leonard N. Stern School of Business, New York University
Downloads 113 (413,903)
Citation 3

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5.

You Can't Always Trend When You Want

Number of pages: 27 Posted: 01 Dec 2019
Abhilash Babu, Brendan Hoffman, Ari Levine, Yao Hua Ooi, Sarah Schroeder and Erik Stamelos
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, Aarhus University and AQR Capital Management, LLC
Downloads 1,478 (22,477)
Citation 2

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trend-following investing, momentum, managed futures, CTA

6.

Demystifying Managed Futures

Journal Of Investment Management (JOIM); Third Quarter 2013
Posted: 01 Oct 2013
Brian Hurst, Yao Hua Ooi and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC

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Managed futures, time series momentum, trends, commodity trading advisor (CTA), hedge funds, trading strategies