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
Rank 2,415

SSRN RANKINGS

Top 2,415

in Total Papers Downloads

12,436

CITATIONS
Rank 4,894

SSRN RANKINGS

Top 4,894

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 (547)
Citation 107

Abstract:

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2.

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 0 (1,360)

Abstract:

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value investing, market efficiency, bubbles, behavioral finance, over-reaction, demand pressure, arbitrage, noise

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

Abstract:

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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

Abstract:

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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

Abstract:

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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

Abstract:

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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

Abstract:

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