Ashwin K Thapar

AQR Capital Management, LLC

Greenwich, CT

United States

  • AQR Capital Management, LLC

SCHOLARLY PAPERS

4

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Top 3,613

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21,027

TOTAL CITATIONS
Rank 23,874

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Top 23,874

in Total Papers Citations

57

Scholarly Papers (4)

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1.

Deep Value

Downloads 10,719 ( 1,091)
Citation 10

Deep Value

Number of pages: 59 Posted: 28 Nov 2017 Last Revised: 12 Dec 2017
Clifford S. Asness, John M. Liew, Lasse Heje Pedersen and Ashwin K Thapar
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 10,713 (1,082)
Citation 3

Abstract:

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value investing, market efficiency, bubbles, behavioral finance, over-reaction, demand pressure, arbitrage, noise

Deep Value

CEPR Discussion Paper No. DP12685
Number of pages: 62 Posted: 14 Feb 2018
Clifford S. Asness, John M. Liew, Lasse Heje Pedersen and Ashwin K Thapar
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 6 (1,341,088)
Citation 7
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arbitrage, behavioral finance, bubbles, demand pressure, Market Efficiency, noise, over-reaction, value investing

2.

How Do Factor Premia Vary Over Time? A Century of Evidence

Number of pages: 55 Posted: 17 Jun 2019 Last Revised: 24 Feb 2021
Antti Ilmanen, Ronen Israel, Tobias J. Moskowitz, Tobias J. Moskowitz, Ashwin K Thapar and Rachel Lee
AQR Capital Management, Yale School of Management, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and Vice President
Downloads 8,419 (1,626)
Citation 38

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Factor premia, factor timing, multi-asset class, overfitting bias, arbitrage activity

3.

Optimal Currency Hedging for International Equity Portfolios

Financial Analyst Journal - Forthcoming
Number of pages: 30 Posted: 16 Oct 2018 Last Revised: 08 Jun 2019
Jacob Boudoukh, Matthew P. Richardson, Ashwin K Thapar and Franklin Wang
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Department of Finance, Leonard N. Stern School of Business, New York University, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 1,318 (33,005)
Citation 7

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International equity portfolio, Currency risk, Optimal hedging, Carry, Value, Momentum

4.

Is There a Dollar Risk Factor?

Number of pages: 23 Posted: 04 Nov 2018
Jacob Boudoukh, Matthew P. Richardson, Ashwin K Thapar and Franklin Wang
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Department of Finance, Leonard N. Stern School of Business, New York University, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 571 (102,850)
Citation 2

Abstract:

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Exchange Rates, Dollar, Carry, Factor