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Sullivan, Rodney N


 SSRN Author Rank: 3,143 by Downloads
 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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. Sullivan, Rodney N's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,247
Total
Citations
13
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 |
Journalof Portfolio Management, Vol. 38, No. 4, 2012
Accepted Paper Series
Wang, Peng
University of Virginia (UVA) - Investment Management Company
Sullivan, Rodney N
AQR Capital Management
Ge, Yizhi
Georgetown University
Posted:
14 Jan 12
Last Revised:
10 Aug 12
1,777
(4,356)
 

2.  
A Dynamic Future for Active Quant Investing | Show Abstract | Download |
Journal of Portfolio Management 37 (3), 29-36, Spring 2011.
Accepted Paper Series
Sullivan, Rodney N
AQR Capital Management
Li, Xi
Hong Kong University of Science & Technology
Posted:
22 Sep 10
Last Revised:
19 Oct 14
1,406
(6,555)
2

3.  
How Index Trading Increases Market Vulnerability | Show Abstract | Download |
Financial Analysts Journal, Forthcoming
Accepted Paper Series
Sullivan, Rodney N
AQR Capital Management
Xiong, James X.
Ibbotson Associates
Posted:
11 Aug 11
Last Revised:
01 Nov 11
1,009
(11,249)
2

4.  
The Limits to Arbitrage and the Low-Volatility Anomaly | Show Abstract | Download |
Financial Analysts Journal 70 (1), 52-64, January/February 2014.
Accepted Paper Series
Li, Xi
Hong Kong University of Science & Technology
Sullivan, Rodney N
AQR Capital Management
García-Feijóo, Luis
Florida Atlantic University - Department of Finance
Posted:
12 Jan 11
Last Revised:
19 Oct 14
767
(17,106)
2

5.  
Li, Xi
Hong Kong University of Science & Technology
Sullivan, Rodney N
AQR Capital Management
García-Feijóo, Luis
Florida Atlantic University - Department of Finance
Posted:
13 Jan 11
Last Revised:
19 Jun 14
763
(17,161)
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
University of Virginia (UVA) - Investment Management Company
Posted:
16 Aug 13
Last Revised:
19 Jun 14
423
(38,328)
 

7.  
The Limits to Arbitrage Revisited: The Accrual and Asset Growth Anomalies | Show Abstract | Download |
Financial Analysts Journal 67 (4-5), 50-66, July/August, 2011
Accepted Paper Series
Li, Xi
Hong Kong University of Science & Technology
Sullivan, Rodney N
AQR Capital Management
Posted:
09 Aug 11
Last Revised:
19 Oct 14
388
(42,631)
3

8.  
Measuring Global Systemic Risk: What are Markets Saying About Risk? | Show Abstract | Download |
Journal of Portfolio Management, Vol. 37, No. 1, Fall 2010
Accepted Paper Series
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
346
(48,950)
2

9.  
Sell-Side Analysts and Gender: A Comparison of Performance, Behavior, and Career Outcomes | Show Abstract | Download |
Financial Analysts Journal 69 (2), 83-94, March/April 2013.
Accepted Paper Series
Li, Xi
Hong Kong University of Science & Technology
Sullivan, Rodney N
AQR Capital Management
Xu, Danielle
Gonzaga University
Gao, Guodong
Chicago Equity Partners
Posted:
18 Mar 11
Last Revised:
19 Oct 14
261
(67,735)
 

10.  
Investing in the Asset Growth Anomaly Across the Globe | Show Abstract | Download |
Forthcoming, Journal of Investment Management
Working Paper Series
Li, Xi
Hong Kong University of Science & Technology
Sullivan, Rodney N
AQR Capital Management
Posted:
10 May 14
Last Revised:
20 Aug 14
107
(153,205)
 

11.  
Liquidity-Driven Dynamic Asset Allocation | Show Abstract |
Journal of Portfolio Management, Forthcoming
Accepted Paper Series
Xiong, James X.
Ibbotson Associates
Sullivan, Rodney N
AQR Capital Management
Wang, Peng
University of Virginia (UVA) - Investment Management Company
Posted:
28 Nov 12
Last Revised:
19 Jun 14
 

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

13.  
Using Investment Consumption Value to Select Asset Classes: A Non-Traditional Approach | Show Abstract |
Journal of Portfolio Management, Vol. 34, No. 2, 2008
Accepted Paper Series
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
Accepted Paper Series
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
Accepted Paper Series
Sullivan, Rodney N
AQR Capital Management
Bogle, John C.
The Vanguard Group
Posted:
31 Jan 09
Last Revised:
27 Mar 09
 

16.  
Taming Global Village Risk II: Understanding and Mitigating Bubbles | Show Abstract |
Journal of Portfolio Management, Summer 2009
Accepted Paper Series
Sullivan, Rodney N
AQR Capital Management
Posted:
30 Apr 08
Last Revised:
08 Nov 10
 


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