Adrienne Ross

AQR Capital Management, LLC

Vice President

Greenwich, CT

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 7,145

SSRN RANKINGS

Top 7,145

in Total Papers Downloads

5,406

CITATIONS

0

Scholarly Papers (4)

1.

Knowledge in Cities

FRB of New York Staff Report No. 470
Number of pages: 44 Posted: 15 Sep 2010
University of Maine - School of Economics, Federal Reserve Bank of New York, AQR Capital Management, LLC and University of Toronto - Rotman School of Management
Downloads 327 (74,647)

Abstract:

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knowledge, occupations, economic development

2.

Implementing Momentum: What Have We Learned?

Number of pages: 24 Posted: 11 Dec 2017
AQR Capital Management, LLC, Yale University, Yale SOM, AQR Capital Management, LLC and AQR Capital Management
Downloads 0 (10,239)

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Factors, styles, implementation, trading costs, taxes, momentum

3.

Craftsmanship Alpha: An Application to Style Investing

Number of pages: 24 Posted: 11 Sep 2017
Ronen Israel, Sarah Jiang and Adrienne Ross
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 0 (2,660)

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Asset Pricing, Style Premia, Equities, Factor-Based Investing, Portfolio Construction

4.

Measuring Factor Exposures: Uses and Abuses

Journal of Alternative Investments, Forthcoming
Number of pages: 36 Posted: 22 Sep 2016
Ronen Israel and Adrienne Ross
AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 0 (55,703)

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Risk factors, regression, beta, portfolio exposures, diversification