@article {asness2015,
	title = {Size Matters, if You Control Your Junk},
	journal = {Available at SSRN 2553889},
	year = {2015},
	author = {Asness, Clifford S and Frazzini, Andrea and Israel, Ronen and Moskowitz, Tobias J and Pedersen, Lasse Heje}
}
@article {israel2014fact,
	title = {Fact, Fiction and Momentum Investing},
	journal = {Working Paper},
	year = {2014},
	author = {Israel, Ronen and Frazzini, Andrea and Moskowitz, Tobias J and Asness, Clifford S}
}
@booklet {koijen2013carry,
	title = {Carry},
	year = {2013},
	author = {Koijen, Ralph SJ and Moskowitz, Tobias J and Pedersen, Lasse Heje and Vrugt, Evert B}
}
@article {daniel2013momentum,
	title = {Momentum Crashes},
	journal = {Working Paper},
	year = {2013},
	publisher = {University of Geneva},
	author = {Daniel, Kent and Moskowitz, Tobias J}
}
@article {israel2013role,
	title = {The role of shorting, firm size, and time on market anomalies},
	journal = {Journal of Financial Economics},
	volume = {108},
	number = {2},
	year = {2013},
	pages = {275{\textendash}301},
	publisher = {Elsevier},
	author = {Israel, Ronen and Moskowitz, Tobias J}
}
@article {asness2013value,
	title = {Value and Momentum Everywhere},
	journal = {The Journal of Finance},
	volume = {68},
	number = {3},
	year = {2013},
	pages = {929{\textendash}985},
	publisher = {Wiley Online Library},
	author = {Asness, Clifford S and Moskowitz, Tobias J and Pedersen, Lasse Heje}
}
@article {moskowitz2012time,
	title = {Time series momentum},
	journal = {Journal of Financial Economics},
	volume = {104},
	number = {2},
	year = {2012},
	pages = {228{\textendash}250},
	publisher = {Elsevier},
	author = {Moskowitz, Tobias J and Ooi, Yao Hua and Pedersen, Lasse Heje}
}
