Ashwin K Thapar

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

4

DOWNLOADS
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SSRN RANKINGS

Top 2,998

in Total Papers Downloads

17,967

SSRN CITATIONS
Rank 49,350

SSRN RANKINGS

Top 49,350

in Total Papers Citations

5

CROSSREF CITATIONS

8

Scholarly Papers (4)

1.
Downloads 9,842 ( 813)
Citation 1

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 9,837 (805)
Citation 2

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 5 (922,314)
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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
AQR Capital Management, AQR Capital Management, LLC, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and Vice President
Downloads 6,645 (1,608)
Citation 12

Abstract:

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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
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 1,084 (30,127)
Citation 1

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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
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 396 (110,391)
Citation 1

Abstract:

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Exchange Rates, Dollar, Carry, Factor