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Aqr’s Momentum Funds Kahled Darouich 27187378FINA 411 sect. FCase Summary #2AQR’s Momentum FundsThis case focuses specifically on the momentum strategy. First academic paper written by Jegadeesh and titman and later on extended by cliff Asness in 1994 showing the potential profits one can make using the momentum strategy. AQR defines the momentum as the phenomenon that.
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Academic PaperAqr’S Momentum FundsHedge Fund StrategiesNormal Individual Investors