Erik Stamelos

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 18,976

SSRN RANKINGS

Top 18,976

in Total Papers Downloads

3,111

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Trends Everywhere

Journal of Investment Management, Forthcoming, NYU Stern School of Business
Number of pages: 26 Posted: 17 May 2019
AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 2,366 (6,944)
Citation 3

Abstract:

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managed futures, time series momentum, trend following, factor momentum, alternative markets, hedge funds, trading strategies, exotic commodities

2.

You Can't Always Trend When You Want

Number of pages: 27 Posted: 01 Dec 2019
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, Aarhus University and AQR Capital Management, LLC
Downloads 745 (40,116)
Citation 2

Abstract:

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trend-following investing, momentum, managed futures, CTA