AQR's Momentum Funds CASE STUDY

Question

Case Study Download the case (a pdf file + an Excel supplement) from Blackboard. A case report should consist of 10 pages or less (1-inch margins, 12-point fonts, double-spacing), not counting the cover sheet and appendices that may contain spreadsheets, tables, figures, and references. Submit the softcopy of the final version of the case report to Blackboard and VeriGuide before the deadline. When we discuss the case using Zoom, individual students may screen-share some pages of their reports to earn some participation scores.