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Israelov, Roni's
Scholarly Papers
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1.
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To Trade or Not to Trade? Informed Trading with Short-Term Signals for Long-Term Investors
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Israelov, Roni AQR Capital Management, LLC Katz, Michael AQR Capital Management, LLC
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08 Apr 10
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Last Revised:
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30 Sep 11
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Israelov, Roni AQR Capital Management, LLC Katz, Michael AQR Capital Management, LLC
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Portfolio Management, Portfolio Construction and Revision, Portfolio Monitoring and Rebalancing, Equity Investments
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Israelov, Roni AQR Capital Management, LLC Katz, Michael AQR Capital Management, LLC
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08 Apr 10
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28 Feb 11
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High Frequency, Short-Term, Long-Term, Trading, Trading Costs, Transaction Costs, Turnover, Liquidity, Informed Trading, Optimal Portfolio, Portfolio Choice, Rebalance
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International Diversification Works (Eventually)
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Asness, Clifford S. AQR Capital Management, LLC Israelov, Roni AQR Capital Management, LLC Liew, John M. AQR Capital Management, LLC
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Posted:
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05 Mar 10
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Last Revised:
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11 Jun 11
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Asness, Clifford S. AQR Capital Management, LLC Israelov, Roni AQR Capital Management, LLC Liew, John M. AQR Capital Management, LLC
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equity investments, equity market valuation, return analysis, international equity investing, portfolio management, portfolio construction and revision, diversification issues
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Asness, Clifford S. AQR Capital Management, LLC Israelov, Roni AQR Capital Management, LLC Liew, John M. AQR Capital Management, LLC
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05 Mar 10
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25 Feb 11
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Diversification, International Diversification, Global Diversification, Home Bias
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