Yao Hua Ooi

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 2,029

SSRN RANKINGS

Top 2,029

in Total Papers Downloads

15,861

CITATIONS
Rank 7,773

SSRN RANKINGS

Top 7,773

in Total Papers Citations

103

Scholarly Papers (5)

1.

Time Series Momentum

Chicago Booth Research Paper No. 12-21, Fama-Miller Working Paper
Number of pages: 62 Posted: 23 Jun 2012
Yale University, Yale SOM, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 8,104 (640)
Citation 35

Abstract:

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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 4,616 (1,696)
Citation 31

Abstract:

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

3.
Downloads 1,736 ( 9,062)
Citation 1

Commodities for the Long Run

Number of pages: 24 Posted: 21 Oct 2016 Last Revised: 27 Jul 2017
AQR Capital Management, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and AQR Capital Management, LLC
Downloads 1,697 (9,236)

Abstract:

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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
AQR Capital Management, AQR Capital Management, LLC and New York University (NYU) - Department of Finance
Downloads 39 (434,921)
Citation 1

Abstract:

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4.

Trends Everywhere

Journal of Investment Management, Forthcoming
Number of pages: 26 Posted: 17 May 2019
AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 1,405 (12,855)

Abstract:

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

5.

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

Abstract:

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