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Sullivan, Rodney N


 SSRN Author Rank: 3,001 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
8,013
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 This Paper | Open PDF in Browser |
Journalof Portfolio Management, Vol. 38, No. 4, 2012
Number of Pages in PDF File: 3
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
1,863
(4,421)
 

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
1,441
(6,924)
2

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
1,060
(11,459)
2

4.  
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:
22 Nov 14
911
(14,435)
1

5.  
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
905
(14,554)
3

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:
18 Dec 14
631
(24,656)
 

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
(45,202)
3

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
360
(50,975)
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
272
(70,297)
 

10.  
Investing in the Asset Growth Anomaly Across the Globe | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming, Journal of Investment Management
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:
20 Aug 14
173
(110,926)
 

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
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
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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