Tobias Moskowitz

Tobias Moskowitz is a finance professor at Yale School of Management who has had an unusually productive partnership between academia and practice through his research relationship with AQR Capital Management. His paper "Momentum Everywhere" (with Clifford Asness and Andrea Frazzini) documented that momentum — the tendency of recent winners to continue outperforming — exists across a wide range of asset classes globally, not just equities. His research on value and carry also provided foundational academic support for AQR's multi-asset systematic strategies. Other notable research includes work on sports betting markets as natural experiments for testing financial market hypotheses, co-authored in the book "Scorecasting." His work represents the highest-quality empirical finance research with direct practical implications.