Feedback to SSRN

 
  • Selected
  • Entire List
 

Frazzini, Andrea


 SSRN Author Rank: 311 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

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Frazzini, Andrea's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
35,042
Total
Citations
420
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.
University of Chicago - Booth School of Business
Posted:
12 May 14
Last Revised:
03 Oct 14
15,402
(96)
 

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.
University of Chicago - Booth School of Business
Pedersen, Lasse Heje
New York University (NYU) - Department of Finance
Posted:
23 Jan 15
Last Revised:
19 Jul 15
7,437
(402)
 

3.  
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.
University of Chicago - Booth School of Business
Posted:
19 Apr 15
Last Revised:
21 Jul 15
4,299
(1,026)
 

4.  
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
2,960
(2,018)
 

5.   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
1,826
(4,697)
45

6.  
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.
University of Chicago - Booth School of Business
Posted:
19 Feb 14
Last Revised:
28 Mar 14
899
(15,133)
3

7.   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
585
(28,042)
72

8.  
Frazzini, Andrea
AQR Capital Management, LLC
Lamont, Owen A.
Harvard University - Department of Economics
Posted:
27 Jun 07
488
(35,826)
39

9.  
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
357
(52,501)
 

10.  
Frazzini, Andrea
AQR Capital Management, LLC
Lamont, Owen A.
Harvard University - Department of Economics
Posted:
15 Sep 05
267
(73,120)
97

11.  
Frazzini, Andrea
AQR Capital Management, LLC
Friedman, Jacques
AQR Capital Management, LLC
Pomorski, Lukasz
AQR Capital Management, LLC
Posted:
22 Apr 15
Last Revised:
25 Jul 15
257
(76,177)
 

12.  
Frazzini, Andrea
AQR Capital Management, LLC
Malloy, Christopher J.
Harvard Business School
Cohen, Lauren
Harvard Business School
Posted:
27 Jun 07
144
(132,653)
142

13.  
Cohen, Lauren
Harvard Business School
Frazzini, Andrea
AQR Capital Management, LLC
Malloy, Christopher J.
Harvard Business School
Posted:
18 Aug 08
90
(187,992)
15

14.  
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
19
(358,733)
7

15.  
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
(390,706)
 

16.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Posted:
09 May 12
Last Revised:
09 Jun 14
 

17.  
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
 

18.  
Frazzini, Andrea
AQR Capital Management, LLC
Posted:
28 Jul 05
 


Records 1 - 18 of 18 matches
[ 1 ]

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo2 in 0.391 seconds