Laura Serban

AQR Capital Management

Greenwich, CT

United States

  • AQR Capital Management

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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SSRN RANKINGS

Top 48,332

in Total Papers Citations

3

CROSSREF CITATIONS

11

Scholarly Papers (3)

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1.

Implementing Momentum: What Have We Learned?

Number of pages: 24 Posted: 11 Dec 2017
Adrienne Ross, Tobias J. Moskowitz, Tobias J. Moskowitz, Ronen Israel and Laura Serban
AQR Capital Management, LLC, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and AQR Capital Management
Downloads 6,715 (1,740)
Citation 4

Abstract:

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Factors, styles, implementation, trading costs, taxes, momentum

2.

Long-Only Style Investing: Don't Just Mix, Integrate

Journal of Investing, Forthcoming
Number of pages: 19 Posted: 02 Jul 2016 Last Revised: 23 Oct 2017
Shaun Fitzgibbons, Jacques Friedman, Lukasz Pomorski and Laura Serban
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management
Downloads 1,704 (16,771)
Citation 12

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smart beta, factors, long only, portfolio construction, implementation, value, momentum

3.

Supply Chain Climate Exposure

Financial Analysts Journal, 2023, 79(1): 58-76. DOI: 10.1080/0015198X.2022.2129946.
Number of pages: 35 Posted: 10 May 2022 Last Revised: 28 Apr 2023
Greg Hall, Kate Liu, Lukasz Pomorski and Laura Serban
affiliation not provided to SSRN, affiliation not provided to SSRN, AQR Capital Management, LLC and AQR Capital Management
Downloads 296 (165,598)

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ESG, climate, carbon emissions, greenhouse gas emissions, scope 3, supply chain, emissions offshoring