John M. Liew

AQR Capital Management, LLC

Founding Principal

2 Greenwich Plaza

3rd floor

Greenwich, CT 06830

United States

http://www.aqr.com

SCHOLARLY PAPERS

5

DOWNLOADS
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SSRN RANKINGS

Top 2,138

in Total Papers Downloads

13,901

CITATIONS
Rank 4,868

SSRN RANKINGS

Top 4,868

in Total Papers Citations

107

Scholarly Papers (5)

1.

Do Hedge Funds Hedge?

Number of pages: 21 Posted: 10 Jan 2001
Clifford S. Asness, Robert Krail and John M. Liew
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 7,110 (556)
Citation 107

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2.
Downloads 5,998 ( 917)

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 5,996 (907)

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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 (596,014)
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arbitrage, behavioral finance, bubbles, demand pressure, Market Efficiency, noise, over-reaction, value investing

International Diversification Works (Eventually)

Financial Analysts Journal, Vol. 67, No. 3, 2011
Posted: 11 Jun 2011
Clifford S. Asness, Roni Israelov and John M. Liew
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC

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equity investments, equity market valuation, return analysis, international equity investing, portfolio management, portfolio construction and revision, diversification issues

International Diversification Works (Eventually)

Posted: 05 Mar 2010 Last Revised: 27 Jan 2017
Clifford S. Asness, Roni Israelov and John M. Liew
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC

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Diversification, International Diversification, Global Diversification, Home Bias

4.

Parallels between the Cross-Sectional Predictability of Stock and Country Returns

Posted: 26 Jun 1998
AQR Capital Management, LLC, AQR Capital Management, LLC and Urbanfetch.com

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Political Risk in Emerging and Developed Markets

FINANCIAL ANALYSTS JOURNAL, May/June 1996
Posted: 06 Nov 1996
Robin Diamonte, John M. Liew and Ross L. Stevens
GTE Investment Management, AQR Capital Management, LLC and Urbanfetch.com

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Political Risk in Emerging and Developed Markets

Posted: 12 Oct 1995
Robin Diamonte, John M. Liew and Ross L. Stevens
GTE Investment Management, AQR Capital Management, LLC and Urbanfetch.com

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