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Rodney N Sullivan

SSRN Author Rank: 2,974 by Downloads and 23,877 by Citations

 Vice President
 

AQR Capital Management


 Two Greenwich Plza
 Greenwich, CT 06830
 United States
 HOME PAGE: http://www.aqr.com/Home.aspx
 email address


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. Rodney N Sullivan's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,169
Total
Citations
11
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Risk-Based Dynamic Asset Allocation with Extreme Tails and Correlations | Show Abstract | Download This Paper | Open PDF in Browser |
Journalof Portfolio Management, Vol. 38, No. 4, 2012
Number of Pages in PDF File: 3
Wang, Peng
TIAA-CREF Institute - Covariance Capital Management
Sullivan, Rodney N
AQR Capital Management
Ge, Yizhi
Georgetown University
Posted:
14 Jan 12
Last Revised:
10 Aug 12
1,904
(4,610)
 

2.  
A Dynamic Future for Active Quant Investing | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Portfolio Management 37 (3), 29-36, Spring 2011.
Number of Pages in PDF File: 16
Sullivan, Rodney N
AQR Capital Management
Li, Xi
Hong Kong University of Science & Technology (HKUST)
Posted:
22 Sep 10
Last Revised:
19 Oct 14
1,457
(7,704)
1

3.  
How Index Trading Increases Market Vulnerability | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Analysts Journal, Forthcoming
Number of Pages in PDF File: 30
Sullivan, Rodney N
AQR Capital Management
Xiong, James X.
Ibbotson Associates
Posted:
11 Aug 11
Last Revised:
01 Nov 11
1,087
(12,600)
2

4.  
The Limits to Arbitrage and the Low-Volatility Anomaly | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Analysts Journal 70 (1), 52-64, January/February 2014.
Number of Pages in PDF File: 31
Li, Xi
Hong Kong University of Science & Technology (HKUST)
Sullivan, Rodney N
AQR Capital Management
García-Feijóo, Luis
Florida Atlantic University - Department of Finance
Posted:
12 Jan 11
Last Revised:
19 Oct 14
992
(13,140)
3

5.  
The Low-Volatility Anomaly: Market Evidence on Systematic Risk versus Mispricing | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Analysts Journal 72 (1), 36-47, January/February 2016
Number of Pages in PDF File: 32
Li, Xi
Hong Kong University of Science & Technology (HKUST)
Sullivan, Rodney N
AQR Capital Management
García-Feijóo, Luis
Florida Atlantic University - Department of Finance
Posted:
13 Jan 11
Last Revised:
16 Jul 16
972
(12,006)
1

6.  
García-Feijóo, Luis
Florida Atlantic University - Department of Finance
Kochard, Lawrence Edward
University of Virginia (UVA), Investment Management Company
Sullivan, Rodney N
AQR Capital Management
Wang, Peng
TIAA-CREF Institute - Covariance Capital Management
Posted:
16 Aug 13
Last Revised:
18 Dec 14
750
(16,800)
 

7.  
The Limits to Arbitrage Revisited: The Accrual and Asset Growth Anomalies | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Analysts Journal 67 (4-5), 50-66, July/August, 2011
Number of Pages in PDF File: 34
Li, Xi
Hong Kong University of Science & Technology (HKUST)
Sullivan, Rodney N
AQR Capital Management
Posted:
09 Aug 11
Last Revised:
19 Oct 14
397
(51,880)
2

8.  
Measuring Global Systemic Risk: What are Markets Saying About Risk? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Portfolio Management, Vol. 37, No. 1, Fall 2010
Number of Pages in PDF File: 21
Sullivan, Rodney N
AQR Capital Management
Peterson, Steven P.
Virginia Retirement System (VRS)
Waltenbaugh, David T.
Virginia Retirement System (VRS)
Posted:
14 Dec 09
Last Revised:
22 Apr 11
368
(52,701)
2

9.  
Sell-Side Analysts and Gender: A Comparison of Performance, Behavior, and Career Outcomes | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Analysts Journal 69 (2), 83-94, March/April 2013.
Number of Pages in PDF File: 28
Li, Xi
Hong Kong University of Science & Technology (HKUST)
Sullivan, Rodney N
AQR Capital Management
Xu, Danielle
Gonzaga University
Gao, Guodong
Chicago Equity Partners
Posted:
18 Mar 11
Last Revised:
19 Oct 14
283
(78,195)
 

10.  
Investing in the Asset Growth Anomaly Across the Globe | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Investment Management 13, 1-21, 2015
Number of Pages in PDF File: 33
Li, Xi
Hong Kong University of Science & Technology (HKUST)
Sullivan, Rodney N
AQR Capital Management
Posted:
10 May 14
Last Revised:
16 Jul 16
203
(97,013)
 

11.  
Liquidity-Driven Dynamic Asset Allocation | Show Abstract |
Journal of Portfolio Management, Forthcoming
Xiong, James X.
Ibbotson Associates
Sullivan, Rodney N
AQR Capital Management
Wang, Peng
TIAA-CREF Institute - Covariance Capital Management
Posted:
28 Nov 12
Last Revised:
10 Mar 16
 

12.  
How Index Trading Increases Market Vulnerability | Show Abstract |
Financial Analysts Journal, Vol. 68, No. 2, 2012
Xiong, James X.
Ibbotson Associates
Sullivan, Rodney N
AQR Capital Management
Posted:
26 Mar 12
 

13.  
Sullivan, Rodney N
AQR Capital Management
Posted:
24 Sep 10
 

14.  
Taming Global Village Risk | Show Abstract |
Journal of Portfolio Management, Vol. 34, No. 4, 2008
Sullivan, Rodney N
AQR Capital Management
Posted:
25 Mar 09
Last Revised:
08 Nov 10
 

15.  
Markets in Crisis | Show Abstract |
Financial Analysts Journal, Vol. 65, No. 1, 2009, available at: http://www.cfapubs.org/doi/abs/10.2469/faj.v65.n1.3
Sullivan, Rodney N
AQR Capital Management
Bogle, John C.
The Vanguard Group
Posted:
31 Jan 09
Last Revised:
27 Mar 09
 

16.  
Sullivan, Rodney N
AQR Capital Management
Posted:
30 Apr 08
Last Revised:
08 Nov 10
 


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