Esben Hedegaard

AQR Capital Management, LLC

Greenwich, CT

United States

  • AQR Capital Management, LLC

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Time-Varying Leverage Demand and Predictability of Betting-Against-Beta

Number of pages: 48 Posted: 26 Jun 2018
Esben Hedegaard
AQR Capital Management, LLC
Downloads 1,114 (30,493)
Citation 4

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Asset Pricing, Leverage Constraints, Factor Timing, BAB

2.

Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances

NBER Working Paper No. w20245
Number of pages: 58 Posted: 23 Jun 2014 Last Revised: 27 Oct 2022
Esben Hedegaard and Robert J. Hodrick
AQR Capital Management, LLC and Columbia University - Columbia Business School, Finance
Downloads 28 (717,505)

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