Adrienne Ross

AQR Capital Management, LLC

Vice President

Greenwich, CT

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 3,646

SSRN RANKINGS

Top 3,646

in Total Papers Downloads

10,255

CITATIONS

0

Scholarly Papers (4)

1.

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 4,959 (1,464)

Abstract:

Loading...

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

2.

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 4,357 (1,836)

Abstract:

Loading...

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

3.

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 590 (43,735)

Abstract:

Loading...

Risk factors, regression, beta, portfolio exposures, diversification

4.

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 349 (83,230)

Abstract:

Loading...

knowledge, occupations, economic development