Rachel Lee

Vice President

Greenwich, CT

United States

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How Do Factor Premia Vary Over Time? A Century of Evidence

Number of pages: 55 Posted: 17 Jun 2019 Last Revised: 24 Feb 2021

Antti Ilmanen, Ronen Israel, Tobias J. Moskowitz, Tobias J. Moskowitz, Ashwin K Thapar and Rachel Lee

AQR Capital Management, Yale School of Management, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and Vice President

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