AQR's Momentum Funds 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.