@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 {frazzini2014betting,
	title = {Betting against beta},
	journal = {Journal of Financial Economics},
	volume = {111},
	number = {1},
	year = {2014},
	pages = {1{\textendash}25},
	publisher = {Elsevier},
	author = {Frazzini, Andrea and Pedersen, Lasse Heje}
}
@booklet {koijen2013carry,
	title = {Carry},
	year = {2013},
	author = {Koijen, Ralph SJ and Moskowitz, Tobias J and Pedersen, Lasse Heje and Vrugt, Evert B}
}
@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}
}
@article {Brunnermeier_Pedersen2009,
	title = {Market liquidity and funding liquidity},
	journal = {Review of Financial studies},
	volume = {22},
	year = {2009},
	pages = {2201{\textendash}2238},
	author = {Brunnermeier, Markus K and Pedersen, Lasse Heje}
}
