Tobias Moskowitz

Tobias J. Moskowitz is a financial economist at the Yale School of Management, affiliated with NBER and AQR Capital Management, and a prominent researcher on momentum and factor investing. He appears in this vault as a co-author of Frazzini Israel and Moskowitz 2018, the live-trade study of real-world Transaction Costs and Slippage for asset-pricing anomalies.

Connections

• Frazzini Israel and Moskowitz 2018 — proposes_model, source: https://www.aqr.com/Insights/Research/Working-Paper/Trading-Costs-of-Asset-Pricing-Anomalies
• AQR Capital Management — part-of, source: https://www.aqr.com/Insights/Research/Working-Paper/Trading-Costs-of-Asset-Pricing-Anomalies