Brian Hurst

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

A Century of Evidence on Trend-Following Investing

Number of pages: 26 Posted: 28 Jun 2017
Brian Hurst, Yao Hua Ooi and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 6,166 (1,352)
Citation 52

Abstract:

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trend-following, time series momentum, managed futures, CTA, hedge funds, alternative investments

2.

Demystifying Managed Futures

Journal Of Investment Management (JOIM); Third Quarter 2013
Posted: 01 Oct 2013
Brian Hurst, Yao Hua Ooi and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC

Abstract:

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Managed futures, time series momentum, trends, commodity trading advisor (CTA), hedge funds, trading strategies