Ashwin K Thapar

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

3

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7,273

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Scholarly Papers (3)

1.
Downloads 7,189 ( 713)

Deep Value

Number of pages: 59 Posted: 28 Nov 2017 Last Revised: 12 Dec 2017
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 7,187 (705)

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
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 2 (620,129)
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arbitrage, behavioral finance, bubbles, demand pressure, Market Efficiency, noise, over-reaction, value investing

2.

Optimal Currency Hedging for International Equity Portfolios

Number of pages: 35 Posted: 16 Oct 2018
Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 78 (298,269)

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

3.

Is there a Dollar Risk Factor?

Number of pages: 23
Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 6

Abstract:

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Exchange rates, Dollar, Carry, Factor