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Frazzini, Andrea


 SSRN Author Rank: 1,071 by Downloads
 

AQR Capital Management, LLC


 Two Greenwich Plaza, 3rd Floor
 Greenwich, CT 06830
 United States
 203-742-3894 (Phone)
 203-742-3394 (Fax)
 HOME PAGE: http://www.econ.yale.edu/~af227/
 email address

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. Frazzini, Andrea's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
15,067
Total
Citations
407
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Fact, Fiction and Momentum Investing | Show Abstract | Download |
Forthcoming in the Journal of Portfolio Management., Fama-Miller Working Paper
Working Paper Series
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Israel, Ronen
AQR Capital Management, LLC
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
12 May 14
Last Revised:
30 Aug 14
9,041
(226)
 

2.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
03 May 13
Last Revised:
10 May 13
2,387
(2,578)
 

3.   Incl. Electronic Paper
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
13 Dec 10
Last Revised:
03 May 12
1,579
(5,246)
41

4.   Incl. Electronic Paper
Frazzini, Andrea
AQR Capital Management, LLC
Malloy, Christopher J.
Harvard Business School
Cohen, Lauren
Harvard Business School
Posted:
20 Feb 08
Last Revised:
07 Sep 10
569
(25,480)
68

5.  
The Earnings Announcement Premium and Trading Volume | Show Abstract | Download |
NBER Working Paper No. w13090
Working Paper Series
Frazzini, Andrea
AQR Capital Management, LLC
Lamont, Owen A.
Harvard University - Department of Economics
Posted:
27 Jun 07
387
(41,983)
39

6.  
Trading Costs of Asset Pricing Anomalies | Show Abstract | Download |
Fama-Miller Working Paper, Chicago Booth Research Paper No. 14-05
Working Paper Series
Frazzini, Andrea
AQR Capital Management, LLC
Israel, Ronen
AQR Capital Management, LLC
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Posted:
19 Feb 14
Last Revised:
28 Mar 14
345
(48,150)
2

7.  
Buffett's Alpha | Show Abstract | Download |
NBER Working Paper No. w19681
Working Paper Series
Frazzini, Andrea
AQR Capital Management, LLC
Kabiller, David
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
28 Nov 13
271
(63,827)
 

8.  
Frazzini, Andrea
AQR Capital Management, LLC
Lamont, Owen A.
Harvard University - Department of Economics
Posted:
15 Sep 05
257
(67,613)
96

9.  
Frazzini, Andrea
AQR Capital Management, LLC
Malloy, Christopher J.
Harvard Business School
Cohen, Lauren
Harvard Business School
Posted:
27 Jun 07
126
(132,444)
139

10.  
Cohen, Lauren
Harvard Business School
Frazzini, Andrea
AQR Capital Management, LLC
Malloy, Christopher J.
Harvard Business School
Posted:
18 Aug 08
80
(181,393)
15

11.  
Embedded Leverage | Show Abstract | Download |
NBER Working Paper No. w18558
Working Paper Series
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
22 Nov 12
15
(338,859)
7

12.  
Buffett’s Alpha | Show Abstract | Download |
CEPR Discussion Paper No. DP9769
Working Paper Series
Frazzini, Andrea
AQR Capital Management, LLC
Kabiller, David
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
02 Dec 13
10
(360,083)
 

13.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Posted:
09 May 12
Last Revised:
09 Jun 14
 

14.  
Leverage Aversion and Risk Parity | Show Abstract |
Financial Analysts Journal, Vol. 68, No. 1, 2012
Accepted Paper Series
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
24 Jan 12
 

15.  
The Disposition Effect and Under-Reaction to News | Show Abstract |
Journal of Finance, Forthcoming
Accepted Paper Series
Frazzini, Andrea
AQR Capital Management, LLC
Posted:
28 Jul 05
 


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