Time series momentum TJ Moskowitz, YH Ooi, LH Pedersen Journal of financial economics 104 (2), 228-250, 2012 | 1777 | 2012 |
A century of evidence on trend-following investing B Hurst, YH Ooi, LH Pedersen Available at SSRN 2993026, 2017 | 283 | 2017 |
Demystifying managed futures B Hurst, YH Ooi, LH Pedersen Journal of Investment Management 11 (3), 42-58, 2013 | 99 | 2013 |
Commodities for the long run A Levine, YH Ooi, M Richardson, C Sasseville Financial Analysts Journal 74 (2), 55-68, 2018 | 53 | 2018 |
Understanding risk parity B Hurst, B Johnson, YH Ooi AQR Capital Management, 2010 | 30 | 2010 |
Trends everywhere A Babu, A Levine, YH Ooi, LH Pedersen, E Stamelos Journal of Investment Management, Forthcoming, NYU Stern School of Business, 2018 | 28 | 2018 |
Understanding managed futures B Hurst, YH Ooi, LH Pedersen AQR Capital Management 3, 2010 | 21 | 2010 |
RoboCup-2003: The Seventh RoboCup Competitions and Conferences D Cohen, YH Ooi, P Vernaza, DD Lee Springer Verlag, Berlin, 2004 | 16 | 2004 |
You Can't Always Trend When You Want A Babu, B Hoffman, A Levine, YH Ooi, S Schroeder, E Stamelos Available at SSRN 3487134, 2019 | 9 | 2019 |
The University of Pennsylvania RoboCup 2004 legged soccer team D Cohen, YH Ooi, P Vernaza, DD Lee Proceedings of the RoboCup Symposium, 2003 | 9 | 2003 |
Economic trend J Brooks, N Feilbogen, YH Ooi, A Akant Available at SSRN 4710868, 2024 | 3 | 2024 |
Robocup 2004 Legged Soccer Team D Cohen, YH Ooi, P Vernaza, DD Lee University of Pennsylvania, Tech. Rep, 2004 | 2 | 2004 |
University of Pennsylvania’s RoboCup Legged Soccer Team (the UPennalizers) DD Lee, D Cohen, P Srivastava, Y Ooi, L Saul, CJ Taylor, V Kumar Proc. of the RoboCup 2004 Symposium, 4-5, 0 | 1 | |
リスクパリティを理解する Understanding Risk Parity: 分散していると思っていても… B Hurst, BW Johnson, YH Ooi Mizuho pension report= みずほ年金レポート, 23-33, 2014 | | 2014 |
A Century of Evidence on Trend-Following Investing: Executive Summary B Hurst, YH Ooi, LH Pedersen | | 2012 |
Time Series Momentum (Digest Summary) TJ Moskowitz, YH Ooi, LH Pedersen | | |