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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
17472012
A century of evidence on trend-following investing
B Hurst, YH Ooi, LH Pedersen
Available at SSRN 2993026, 2017
2682017
Demystifying managed futures
B Hurst, YH Ooi, LH Pedersen
Journal of Investment Management 11 (3), 42-58, 2013
942013
Commodities for the long run
A Levine, YH Ooi, M Richardson, C Sasseville
Financial Analysts Journal 74 (2), 55-68, 2018
482018
Understanding risk parity
B Hurst, B Johnson, YH Ooi
AQR Capital Management, 2010
292010
Trends everywhere
A Babu, A Levine, YH Ooi, LH Pedersen, E Stamelos
Journal of Investment Management, Forthcoming, NYU Stern School of Business, 2018
262018
Understanding managed futures
B Hurst, YH Ooi, LH Pedersen
AQR Capital Management 3, 2010
222010
RoboCup-2003: The Seventh RoboCup Competitions and Conferences
D Cohen, YH Ooi, P Vernaza, DD Lee
Springer Verlag, Berlin, 2004
162004
The University of Pennsylvania RoboCup 2004 legged soccer team
D Cohen, YH Ooi, P Vernaza, DD Lee
Proceedings of the RoboCup Symposium, 2003
92003
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
82019
Economic trend
J Brooks, N Feilbogen, YH Ooi, A Akant
Available at SSRN 4710868, 2024
22024
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…
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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Articles 1–16