| Document Date: 2011-01-05 18:26:01
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City Tokyo / / Company Pedersen (2010) 9 Trading / New York Mercantile Exchange / Citigroup / London Metal Exchange / JP Morgan / Bloomberg / / Facility Time Series Momentum Tobias Moskowitz University of Chicago / Pedersen New York University / / Organization University of Chicago / New York Board of Trade / Chicago Board of Trade / New York University / / Person Hua Ooi / /
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Time Series Momentum Tobias Moskowitz University of Chicago, NBER Yao Hua Ooi AQR Capital Management