Adrienne Ross

AQR Capital Management, LLC

Vice President

Greenwich, CT

United States

  • AQR Capital Management, LLC

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

Implementing Momentum: What Have We Learned?

Number of pages: 24 Posted: 11 Dec 2017
Adrienne Ross, Tobias J. Moskowitz, Ronen Israel and Laura Serban
AQR Capital Management, LLC, Yale University, Yale SOM, AQR Capital Management, LLC and AQR Capital Management
Downloads 4,959 (1,464)

Abstract:

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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)

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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)

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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
Todd M. Gabe, Jaison R. Abel, Adrienne Ross and Kevin Stolarick
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)

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knowledge, occupations, economic development