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Frazzini, Andrea


 SSRN Author Rank: 488 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
25,942
Total
Citations
421
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 This Paper |
Journal of Portfolio Management, Fall 2014 (40th Anniversary Issue), Fama-Miller Working Paper
Number of Pages in PDF File: 26
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:
03 Oct 14
13,186
(128)
 

2.  
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
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
23 Jan 15
Last Revised:
03 Feb 15
5,678
(608)
 

3.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
03 May 13
Last Revised:
10 May 13
2,797
(2,119)
 

4.   Incl. Electronic Paper
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
13 Dec 10
Last Revised:
03 May 12
1,742
(4,804)
45

5.  
Trading Costs of Asset Pricing Anomalies | Show Abstract | Download This Paper |
Fama-Miller Working Paper, Chicago Booth Research Paper No. 14-05
Number of Pages in PDF File: 68
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
675
(21,867)
3

6.   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
578
(27,151)
72

7.  
The Earnings Announcement Premium and Trading Volume | Show Abstract | Download This Paper |
NBER Working Paper No. w13090
Number of Pages in PDF File: 53
Frazzini, Andrea
AQR Capital Management, LLC
Lamont, Owen A.
Harvard University - Department of Economics
Posted:
27 Jun 07
456
(37,094)
39

8.  
Buffett's Alpha | Show Abstract | Add to Cart |
NBER Working Paper No. w19681
Number of Pages in PDF File: 46
Frazzini, Andrea
AQR Capital Management, LLC
Kabiller, David
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
28 Nov 13
312
(58,927)
 

9.  
Frazzini, Andrea
AQR Capital Management, LLC
Lamont, Owen A.
Harvard University - Department of Economics
Posted:
15 Sep 05
263
(71,131)
97

10.  
Frazzini, Andrea
AQR Capital Management, LLC
Malloy, Christopher J.
Harvard Business School
Cohen, Lauren
Harvard Business School
Posted:
27 Jun 07
139
(131,177)
143

11.  
Cohen, Lauren
Harvard Business School
Frazzini, Andrea
AQR Capital Management, LLC
Malloy, Christopher J.
Harvard Business School
Posted:
18 Aug 08
87
(184,750)
15

12.  
Embedded Leverage | Show Abstract | Add to Cart |
NBER Working Paper No. w18558
Number of Pages in PDF File: 60
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
22 Nov 12
17
(354,475)
7

13.  
Buffett’s Alpha | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP9769
Number of Pages in PDF File: 48
Frazzini, Andrea
AQR Capital Management, LLC
Kabiller, David
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
02 Dec 13
12
(376,927)
 

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

15.  
Leverage Aversion and Risk Parity | Show Abstract |
Financial Analysts Journal, Vol. 68, No. 1, 2012
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
24 Jan 12
 

16.  
Frazzini, Andrea
AQR Capital Management, LLC
Posted:
28 Jul 05
 


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