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Andrea Frazzini

SSRN Author Rank: 139 by Downloads and 864 by Citations

 

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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. Andrea Frazzini's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
56,708
Total
Citations
603
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 | Open PDF in Browser |
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.
AQR Capital
Posted:
12 May 14
Last Revised:
03 Oct 14
16,043
(74)
1

2.   Incl. Electronic Paper
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Israel, Ronen
AQR Capital Management, LLC
Moskowitz, Tobias J.
AQR Capital
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
23 Jan 15
Last Revised:
10 Aug 15
10,776
(231)
 

3.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
19 Aug 13
Last Revised:
13 Nov 15
5,425
(308)
3

4.  
Fact, Fiction, and Value Investing | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming, Journal of Portfolio Management, Fall 2015
Number of Pages in PDF File: 31
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Israel, Ronen
AQR Capital Management, LLC
Moskowitz, Tobias J.
AQR Capital
Posted:
19 Apr 15
Last Revised:
21 Jul 15
4,728
(568)
1

5.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
03 May 13
Last Revised:
10 May 13
2,994
(1,992)
 

6.   Incl. Electronic Paper
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
13 Dec 10
Last Revised:
03 May 12
2,175
(4,174)
44

7.  
Trading Costs of Asset Pricing Anomalies | Show Abstract | Download This Paper | Open PDF in Browser |
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.
AQR Capital
Posted:
19 Feb 14
Last Revised:
28 Mar 14
985
(7,516)
4

8.   Incl. Electronic Paper
Cohen, Lauren
Harvard Business School
Frazzini, Andrea
AQR Capital Management, LLC
Malloy, Christopher J.
Harvard Business School
Posted:
20 Feb 08
Last Revised:
08 Apr 16
629
(29,663)
66

9.  
Frazzini, Andrea
AQR Capital Management, LLC
Lamont, Owen A.
Harvard University - Department of Economics
Posted:
27 Jun 07
496
(29,044)
34

10.  
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
AQR Capital Management, LLC
Posted:
28 Nov 13
363
(53,225)
 

11.  
Deactivating Active Share | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Analysts Journal, vol. 72, no. 2 (March/April 2016)
Number of Pages in PDF File: 14
Frazzini, Andrea
AQR Capital Management, LLC
Friedman, Jacques
AQR Capital Management, LLC
Pomorski, Lukasz
AQR Capital Management, LLC
Posted:
22 Apr 15
Last Revised:
15 Jan 16
315
(38,735)
 

12.  
Frazzini, Andrea
AQR Capital Management, LLC
Lamont, Owen A.
Harvard University - Department of Economics
Posted:
15 Sep 05
271
(77,404)
95

13.  
Frazzini, Andrea
AQR Capital Management, LLC
Malloy, Christopher J.
Harvard Business School
Cohen, Lauren
Harvard Business School
Posted:
27 Jun 07
145
(122,580)
126

14.  
Cohen, Lauren
Harvard Business School
Frazzini, Andrea
AQR Capital Management, LLC
Malloy, Christopher J.
Harvard Business School
Posted:
18 Aug 08
91
(192,412)
13

15.  
Embedded Leverage | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w18558
Number of Pages in PDF File: 60
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
AQR Capital Management, LLC
Posted:
22 Nov 12
19
(218,124)
6

16.  
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
AQR Capital Management, LLC
Posted:
02 Dec 13
12
(433,104)
 

17.  
Cohen, Lauren
Harvard Business School
Frazzini, Andrea
AQR Capital Management, LLC
Posted:
08 Apr 16
0
(264,491)
74

18.  
Cohen, Lauren
Harvard Business School
Frazzini, Andrea
AQR Capital Management, LLC
Malloy, Christopher J.
Harvard Business School
Posted:
08 Apr 16
0
(346,817)
61

19.  
Cohen, Lauren
Harvard Business School
Frazzini, Andrea
AQR Capital Management, LLC
Malloy, Christopher J.
Harvard Business School
Posted:
08 Apr 16
0
(443,047)
 

20.  
Cohen, Lauren
Harvard Business School
Frazzini, Andrea
AQR Capital Management, LLC
Posted:
06 Apr 16
0
(295,412)
75

21.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Posted:
09 May 12
Last Revised:
09 Jun 14
 

22.  
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
AQR Capital Management, LLC
Posted:
24 Jan 12
 

23.  
Frazzini, Andrea
AQR Capital Management, LLC
Posted:
28 Jul 05
 


Records 1 - 23 of 23 matches
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