Esben Hedegaard

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

2

DOWNLOADS

833

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (2)

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 819 (30,019)
Citation 3

Abstract:

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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
Esben Hedegaard and Robert J. Hodrick
AQR Capital Management, LLC and Columbia Business School - Finance and Economics
Downloads 14 (577,889)

Abstract:

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