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Frazzini, Andrea


 SSRN Author Rank: 5,136 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
4,151
Total
Citations
363
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Posted:
09 May 12
Last Revised:
11 May 12
1,187
(6,960)
2

2.   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
1,017
(9,069)
23

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
741
(14,854)
 

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
509
(24,926)
60

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
278
(52,623)
38

6.  
Frazzini, Andrea
AQR Capital Management, LLC
Lamont, Owen A.
Harvard University - Department of Economics
Posted:
15 Sep 05
232
(64,160)
93

7.  
Frazzini, Andrea
AQR Capital Management, LLC
Malloy, Christopher J.
Harvard Business School
Cohen, Lauren
Harvard Business School
Posted:
27 Jun 07
108
(127,997)
133

8.  
Cohen, Lauren
Harvard Business School
Frazzini, Andrea
AQR Capital Management, LLC
Malloy, Christopher J.
Harvard Business School
Posted:
18 Aug 08
70
(169,323)
12

9.  
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) - Department of Finance
Posted:
22 Nov 12
9
(313,549)
2

10.  
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) - Department of Finance
Posted:
24 Jan 12
 

11.  
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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