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Financial markets / Investment / Mathematical finance / Financial risk / Cliff Asness / Fama–French three-factor model / Asset allocation / Hedge fund / Efficient-market hypothesis / Financial economics / Finance / Economics


Value and Momentum Across Asset Classes
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Document Date: 2015-02-18 17:23:57


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File Size: 1,82 MB

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Company

AQR Capital Management / New York Mercantile Exchange / Belo / London Metal Exchange / Bloomberg / /

Continent

Europe / /

Country

Switzerland / Germany / Netherlands / Italy / Sweden / New Zealand / Norway / Belgium / France / Japan / Austria / United States / Canada / Australia / Portugal / United Kingdom / Spain / Denmark / /

Currency

USD / /

Event

Debt Financing / /

Facility

Princeton University / University of Chicago / Duke University / University of Chicago Booth School / University Stern School / /

IndustryTerm

finance research / online version / risk management / Internet Appendix / mining / investment bank analysts / /

MarketIndex

Russell 1000 / MSCI World / /

Organization

Chicago Board of Trade / University of Chicago Booth School of Business / Danish Society of Financial Analysts / FRIC / Copenhagen Business School / Princeton University / Duke University / New York Board of Trade / the University of Chicago / NBER / CEPR / New York University Stern School of Business / /

Person

Ari Levine / LASSE HEJE PEDERSEN / Michael Mendelson / CLIFFORD S. ASNESS / Harry Mamaysky / Erb / Kent Daniel / Adam Klein / Robert Krail / John Liew / Kenneth French / Cam Harvey / Gene Fama / Otto Van Hemert / Len Lorilla / Karthik Sridharan / Sarah Jiang / Henrik Amilon / Jeff Wurgler / Radhika Gupta / Asbjørn Trolle / TOBIAS J. MOSKOWITZ / Wes McKinney / Kelvin Hu / Arnson / Stefan Nagel / John Cochrane / Lars Nielsen / Aaron Brown / Ronen Israel / /

Position

Editor / consultant / Gunner / Porter / /

Product

MOM2 / using MOM2 / /

PublishedMedium

THE JOURNAL OF FINANCE / /

Region

continental Europe / French U.S. / /

Technology

data mining / /

SocialTag