AQR's Momentum Funds (B)

Posted: 1 Mar 2012

See all articles by Daniel Bergstresser

Daniel Bergstresser

Brandeis International Business School

Christopher J. Malloy

Harvard Business School; National Bureau of Economic Research (NBER)

Lauren Cohen

Harvard Business School; National Bureau of Economic Research (NBER)

Randolph B. Cohen

Harvard Business School - Finance Unit

Date Written: May 16, 2011

Abstract

This is a (B) case for AQR's Momentum Funds. It follows the first year of performance of the funds after launching, and gives students a critical inflection point for analyzing the nascent stages of a new product launch and the potential path dependence of the product depending on initial returns. It allows students to wrestle with the way forward given these conditions, and how (if at all) it changes their views, pitch, and perspective on the strategy, and traditional long-short strategies more generally.

Suggested Citation

Bergstresser, Daniel B. and Malloy, Christopher J. and Cohen, Lauren and Cohen, Randolph B., AQR's Momentum Funds (B) (May 16, 2011). Harvard Business School Finance Case No. 211-075. Available at SSRN: https://ssrn.com/abstract=2013214

Daniel B. Bergstresser (Contact Author)

Brandeis International Business School ( email )

Waltham, MA 02454
United States
6174162324 (Phone)

Christopher J. Malloy

Harvard Business School ( email )

Soldiers Field Road
Baker Library 277
Boston, MA 02163
United States
617-495-4383 (Phone)

National Bureau of Economic Research (NBER) ( email )

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

Lauren Cohen

Harvard Business School ( email )

Rock Center 321
Soldiers Field
Boston, MA 02163
United States

HOME PAGE: http://www.people.hbs.edu/lcohen

National Bureau of Economic Research (NBER) ( email )

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

Randolph B. Cohen

Harvard Business School - Finance Unit ( email )

Boston, MA 02163
United States
617-495-6674 (Phone)
617-496-6592 (Fax)

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