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Asness, Clifford S.'s
Scholarly Papers
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Total Downloads
42,552 |
Total
Citations
233 |
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Asness, Clifford S. AQR Capital Management, LLC
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11,896
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Arnott, Robert D. Research Affiliates, LLC Asness, Clifford S. AQR Capital Management, LLC
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3.
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Value and Momentum Everywhere
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Asness, Clifford S. AQR Capital Management, LLC Moskowitz, Tobias J. University of Chicago - Booth School of Business Pedersen, Lasse Heje New York University (NYU) - Department of Finance
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20 Mar 09
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Last Revised:
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20 May 13
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8,273
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Asness, Clifford S. AQR Capital Management, LLC Moskowitz, Tobias J. University of Chicago - Booth School of Business Pedersen, Lasse Heje New York University (NYU) - Department of Finance
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Asness, Clifford S. AQR Capital Management, LLC Moskowitz, Tobias J. University of Chicago - Booth School of Business Pedersen, Lasse Heje New York University (NYU) - Department of Finance
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value effect, momentum, commonality, liquidity risk
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4.
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Asness, Clifford S. AQR Capital Management, LLC Krail, Robert AQR Capital Management, LLC Liew, John M. AQR Capital Management, LLC
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6,183
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Asness, Clifford S. AQR Capital Management, LLC
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2,796
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6.
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Asness, Clifford S. AQR Capital Management, LLC Porter, R. Burt Iowa State University Stevens, Ross L. Urbanfetch.com
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2,590
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7.
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Asness, Clifford S. AQR Capital Management, LLC Frazzini, Andrea AQR Capital Management, LLC
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09 May 12
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11 May 12
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1,187
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Value, momentum
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Asness, Clifford S. AQR Capital Management, LLC Frazzini, Andrea AQR Capital Management, LLC Pedersen, Lasse Heje New York University (NYU) - Department of Finance
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03 May 13
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10 May 13
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736
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Low Beta, Betting against Beta
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Asness, Clifford S. AQR Capital Management, LLC Frazzini, Andrea AQR Capital Management, LLC Pedersen, Lasse Heje New York University (NYU) - Department of Finance
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Portfolio Management, Portfolio Concepts from Capital Market Theory, Markowitz Portfolio Theory, Risk Management, Risk Management, Portfolio Risk Management, Risk Management Strategies
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10.
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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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11.
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Asness, Clifford S. AQR Capital Management, LLC
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09 Mar 11
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Last Revised:
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27 Apr 11
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Momentum, Value, Japan
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12.
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Asness, Clifford S. AQR Capital Management, LLC
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Investment Industry, Future Directions and Sources of Change, Portfolio Management, Asset Allocation, Equity Strategies
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13.
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Asness, Clifford S. AQR Capital Management, LLC
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Equity Investments: Fundamental Analysis and Valuation Models; Financial Statement Analysis: Financial Accounting Standards and Proposals; Derivative Instruments: Equity Derivatives
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14.
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Arnott, Robert D. Research Affiliates, LLC Asness, Clifford S. AQR Capital Management, LLC
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Portfolio Management: asset allocation; Investment Theory: efficient market theory
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15.
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Asness, Clifford S. AQR Capital Management, LLC Liew, John M. AQR Capital Management, LLC Stevens, Ross L. Urbanfetch.com
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Asness, Clifford S. AQR Capital Management, LLC
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Records 1 -
16
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