Benjamin Hood

AQR Capital Management, LLC

Vice President, Research

Greenwich, CT

United States

SCHOLARLY PAPERS

2

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Top 15,858

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2,971

CITATIONS
Rank 33,403

SSRN RANKINGS

Top 33,403

in Total Papers Citations

11

Scholarly Papers (2)

1.
Downloads 2,823 ( 3,975)
Citation 14

Risk Everywhere: Modeling and Managing Volatility

Number of pages: 54 Posted: 28 Jan 2016 Last Revised: 22 Mar 2017
Duke University - Finance, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 2,820 (3,892)
Citation 10

Abstract:

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Market and volatility risk, high-frequency data, realized volatility, risk modeling and forecasting, volatility trading, risk targeting, realized utility

Risk Everywhere: Modeling and Managing Volatility

CEPR Discussion Paper No. DP12687
Number of pages: 57 Posted: 14 Feb 2018
Duke University - Finance, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 3 (649,306)
Citation 12
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high-frequency data, Market and volatility risk, realized utility, realized volatility, risk modeling and forecasting, risk targeting, volatility trading

2.

Stocks in the Short Run

Number of pages: 65 Posted: 24 Jun 2011
University of California, Los Angeles (UCLA) - Department of Economics, AQR Capital Management, LLC, University of California, Los Angeles (UCLA), University of California, Los Angeles (UCLA) and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 148 (195,209)
Citation 2

Abstract:

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discrete observation, intraday volatility estimation, quadratic variation, realized volatility, Heston, DJIA, SPDR, VIX