Building Diversified TSMOM Strategies Next / New York University / /
IndustryTerm
bank behavior / oil price / data mining / airline / oil futures / /
MarketIndex
Barclays US Aggregate Government Bond / CTA / MSCI World / /
Organization
New York University / Copenhagen Business School / /
Person
Ari Levine / Yao Hua Ooi / Lasse Heje Pedersen / Hua Ooi / Cliff Asness / John Liew / Vineet Patil / Brian Hurst / Antti Ilmanen / Richard Donchian / /