Tarun Gupta

AQR Capital Management, LLC

Greenwich, CT

United States

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Factor Momentum Everywhere

Yale ICF Working Paper No. 2018-23
Number of pages: 31 Posted: 31 Dec 2018 Last Revised: 02 Aug 2019
Tarun Gupta and Bryan T. Kelly
AQR Capital Management, LLC and Yale SOM
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Abstract:

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factor momentum, time series momentum, stock price momentum