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Asness, Clifford S.


 SSRN Author Rank: 55 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
81,574
Total
Citations
258
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
15,751
(94)
 

2.  
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
23 Mar 03
14,079
(119)
22

3.   Incl. Electronic Paper
Asness, Clifford S.
AQR Capital Management, LLC
Moskowitz, Tobias J.
University of Chicago - Booth School of Business
Pedersen, Lasse Heje
Copenhagen Business School
Posted:
20 Mar 09
Last Revised:
16 Apr 15
13,000
(139)
102

4.  
Arnott, Robert D.
Research Affiliates, LLC
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
07 Jan 02
9,629
(241)
4

5.   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
Copenhagen Business School
Posted:
23 Jan 15
Last Revised:
10 Aug 15
7,685
(378)
 

6.  
Asness, Clifford S.
AQR Capital Management, LLC
Krail, Robert
AQR Capital Management, LLC
Liew, John M.
AQR Capital Management, LLC
Posted:
10 Jan 01
7,082
(444)
111

7.  
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
4,502
(970)
 

8.  
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
31 Oct 00
3,642
(1,419)
3

9.  
Asness, Clifford S.
AQR Capital Management, LLC
Porter, R. Burt
Iowa State University
Stevens, Ross L.
Urbanfetch.com
Posted:
05 Jul 00
3,002
(1,978)
14

10.  
Asness, Clifford S.
AQR Capital Management, LLC
Frazzini, Andrea
AQR Capital Management, LLC
Pedersen, Lasse Heje
Copenhagen Business School
Posted:
03 May 13
Last Revised:
10 May 13
2,978
(2,011)
 

11.  
Rethinking the Equity Risk Premium | Show Abstract | Download This Paper | Open PDF in Browser |
CFA Institute Research Foundation M2011-1
Number of Pages in PDF File: 164
Hammond, Paul Brett
MSCI
Leibowitz, Martin L.
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)
Siegel, Laurence B.
CFA Institute Research Foundation
Ibbotson, Roger G.
Yale School of Management
Asness, Clifford S.
AQR Capital Management, LLC
Dimson, Elroy
London Business School
Marsh, Paul
London Business School - Institute of Finance and Accounting
Staunton, Mike
London Business School - Institute of Finance and Accounting
Grinold, Richard C.
Barclays
Kroner, Kenneth F.
Blackrock
Arnott, Robert D.
Research Affiliates, LLC
Ilmanen, Antti S.
AQR Capital Management (Europe) LLP
Cheng, Peng
Xi'an Jiaotong - Liverpool University - Department of Business, Economics and Management
Ang, Andrew
Columbia Business School - Finance and Economics
Xiaoyan, Zhang
Independent
Siegel, Jeremy J.
University of Pennsylvania - Finance Department
Mehra, Rajnish
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Posted:
12 Jun 15
224
(89,282)
2

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

13.  
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
Copenhagen Business School
Posted:
24 Jan 12
 

14.   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
 

15.  
Momentum in Japan: The Exception that Proves the Rule | Show Abstract |
The Journal of Portfolio Management, Forthcoming
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
09 Mar 11
Last Revised:
27 Apr 11
 

16.  
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
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
02 Jan 06
 

17.  
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
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
10 Aug 04
 

18.  
Surprise! Higher Dividends = Higher Earnings Growth | Show Abstract |
Financial Analysts Journal, Vol. 59, No. 1, January/February 2003
Arnott, Robert D.
Research Affiliates, LLC
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
27 May 03
 

19.  
Asness, Clifford S.
AQR Capital Management, LLC
Liew, John M.
AQR Capital Management, LLC
Stevens, Ross L.
Urbanfetch.com
Posted:
26 Jun 98
 

20.  
Asness, Clifford S.
AQR Capital Management, LLC
Posted:
20 Apr 98
 


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