@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} } @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} }