Papers from AQRD Le VietFollowJul 29, 2017 · 1 min readMomentum Crashes: http://www.sciencedirect.com/science/article/pii/S0304405X16301490Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3006642Contrarian Factor Timing is Deceptively Difficult https://www.aqr.com/library/journal-articles/contrarian-factor-timing-is-deceptively-difficultMeasuring Factor Exposures: Uses and Abuses https://www.aqr.com/library/journal-articles/measuring-factor-exposuresWhich Trend Is Your Friend?http://www.cfapubs.org/doi/pdf/10.2469/faj.v72.n3.3Building a Better Deep Value Portfolio: https://www.aqr.com/library/aqr-publications/building-a-better-deep-value-portfolio-difficulties-mastered-are-opportunities-wonFact, Fiction, and Value Investing https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2595747The Siren Song of Factor Timing https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2763956Factor Investing: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2277397