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Yao Hua Ooi
Yao Hua Ooi
AQR
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Title
Cited by
Cited by
Year
Time series momentum
TJ Moskowitz, YH Ooi, LH Pedersen
Journal of financial economics 104 (2), 228-250, 2012
14422012
A century of evidence on trend-following investing
B Hurst, YH Ooi, LH Pedersen
The Journal of Portfolio Management 44 (1), 15-29, 2017
2162017
Demystifying managed futures
B Hurst, YH Ooi, LH Pedersen
Journal of Investment Management 11 (3), 42-58, 2013
892013
Commodities for the long run
A Levine, YH Ooi, M Richardson, C Sasseville
Financial Analysts Journal 74 (2), 55-68, 2018
362018
Understanding risk parity
B Hurst, B Johnson, YH Ooi
AQR Capital Management, 2010
252010
Understanding managed futures
B Hurst, YH Ooi, LH Pedersen
AQR Capital Management, 3, 2010
192010
Trends everywhere
A Babu, A Levine, YH Ooi, LH Pedersen, E Stamelos
Journal of Investment Management, Forthcoming, NYU Stern School of Business, 2018
152018
RoboCup-2003: The Seventh RoboCup Competitions and Conferences
D Cohen, YH Ooi, P Vernaza, DD Lee
Springer Verlag, Berlin, 2004
152004
The University of Pennsylvania RoboCup 2004 legged soccer team
D Cohen, YH Ooi, P Vernaza, DD Lee
Digital Equipment Corporation, University of Pennsylvania, 1987
81987
You can’t always trend when you want
A Babu, B Hoffman, A Levine, YH Ooi, S Schroeder, E Stamelos
The Journal of Portfolio Management 46 (4), 52-68, 2020
42020
Robocup 2004 Legged Soccer Team
D Cohen, YH Ooi, P Vernaza, DD Lee
University of Pennsylvania, Tech. Rep, 2004
22004
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…(特集 低ボラティリティ運用と政策アセットミックス)
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
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