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Asness, Clifford S.


 SSRN Author Rank: 99 by Downloads
 Managing and Founding Principal
 

AQR Capital Management, LLC


 Two Greenwich Plaza, 3rd Floor
 Greenwich, CT 06830
 United States
 203-742-3601 (Phone)
 203-742-3101 (Fax)
 HOME PAGE: http://www.aqrcapital.com
 email address

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. Asness, Clifford S.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
57,669
Total
Citations
246
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
Posted:
23 Mar 03
13,324
(112)
22

2.   Incl. Electronic Paper
Asness, Clifford S.
AQR Capital Management, LLC
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Pedersen, Lasse Heje
New York University (NYU)
Posted:
20 Mar 09
Last Revised:
20 May 13
10,938
(159)
96

3.  
Arnott, Robert D.
Research Affiliates, LLC
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
07 Jan 02
9,322
(212)
4

4.  
Fact, Fiction and Momentum Investing | Show Abstract | Download |
Forthcoming in the Journal of Portfolio Management., Fama-Miller Working Paper
Working Paper Series
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:
30 Aug 14
9,023
(229)
 

5.  
Asness, Clifford S.
AQR Capital Management, LLC
Krail, Robert
AQR Capital Management, LLC
Liew, John M.
AQR Capital Management, LLC
Posted:
10 Jan 01
6,675
(417)
108

6.  
Bubble Logic: Or, How to Learn to Stop Worrying and Love the Bull | Show Abstract | Download |
AQR Capital Management Working Paper
Working Paper Series
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
31 Oct 00
3,201
(1,503)
3

7.  
Asness, Clifford S.
AQR Capital Management, LLC
Porter, R. Burt
Iowa State University
Stevens, Ross L.
Urbanfetch.com
Posted:
05 Jul 00
2,801
(1,919)
13

8.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
New York University (NYU)
Posted:
03 May 13
Last Revised:
10 May 13
2,385
(2,581)
 

9.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Posted:
09 May 12
Last Revised:
09 Jun 14
 

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)
Posted:
24 Jan 12
 

11.   Incl. Electronic Paper
Asness, Clifford S.
AQR Capital Management, LLC
Israelov, Roni
AQR Capital Management, LLC
Liew, John M.
AQR Capital Management, LLC
Posted:
05 Mar 10
Last Revised:
11 Jun 11
 

12.  
Momentum in Japan: The Exception that Proves the Rule | Show Abstract |
The Journal of Portfolio Management, Forthcoming
Working Paper Series
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
09 Mar 11
Last Revised:
27 Apr 11
 

13.  
Rubble Logic: What did We Learn from the Great Stock Market Bubble? | Show Abstract |
Financial Analysts Journal, Vol. 61, No. 6, pp. 36-53, November/December 2005
Accepted Paper Series
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
02 Jan 06
 

14.  
Perspectives: Stock Options and the Lying Liars Who Don't Want to Expense Them | Show Abstract |
Financial Analysts Journal Financial Analysts Journal, Vol. 60, No. 4, pp. 9-14, July/August 2004
Accepted Paper Series
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
10 Aug 04
 

15.  
Surprise! Higher Dividends = Higher Earnings Growth | Show Abstract |
Financial Analysts Journal, Vol. 59, No. 1, January/February 2003
Accepted Paper Series
Arnott, Robert D.
Research Affiliates, LLC
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
27 May 03
 

16.  
Asness, Clifford S.
AQR Capital Management, LLC
Liew, John M.
AQR Capital Management, LLC
Stevens, Ross L.
Urbanfetch.com
Posted:
26 Jun 98
 

17.  
The Interaction of Value and Momentum Strategies | Show Abstract |
FINANCIAL ANALYSTS JOURNAL
Accepted Paper Series
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
20 Apr 98
 


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