Benjamin Hood

Parametric Portfolio Associates, LLC

7310 Columbia Center

701 5th Avenue

Seattle, WA 98104

United States

SCHOLARLY PAPERS

3

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4,091

SSRN CITATIONS

12

CROSSREF CITATIONS

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Scholarly Papers (3)

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1.

Risk Everywhere: Modeling and Managing Volatility

Downloads 2,926 ( 3,977)

Citation 26

2

Risk Everywhere: Modeling and Managing Volatility

Number of pages: 54 Posted: 28 Jan 2016 Last Revised: 22 Mar 2017

Tim Bollerslev, Benjamin Hood, John Huss and Lasse Heje Pedersen

Duke University - Finance, Parametric Portfolio Associates, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC

Downloads 2,923 (3,902)

Citation 14

Abstract:

Risk Everywhere: Modeling and Managing Volatility

CEPR Discussion Paper No. DP12687

Number of pages: 57 Posted: 14 Feb 2018

Tim Bollerslev, Benjamin Hood, John Huss and Lasse Heje Pedersen

Duke University - Finance, Parametric Portfolio Associates, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC

Downloads 3 (678,714)

Citation 5

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2.

Risk Parity is Not Short Volatility (Not That There's Anything Wrong with Short Volatility)

Number of pages: 55 Posted: 16 Aug 2019

Benjamin Hood, John Huss, Roni Israelov and Matthew Klein

Parametric Portfolio Associates, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC

Downloads 1,016 (21,875)

Abstract:

3.

Stocks in the Short Run

Number of pages: 65 Posted: 24 Jun 2011

Bryan Ellickson, Benjamin Hood, Tin Shing Liu, Duke Whang and Peilan Zhou

University of California, Los Angeles (UCLA) - Department of Economics, Parametric Portfolio Associates, LLC, University of California, Los Angeles (UCLA), University of California, Los Angeles (UCLA) and University of California, Los Angeles (UCLA) - Department of Economics

Downloads 149 (202,660)

Citation 3

Abstract:

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