Laura Serban

AQR Capital Management

Greenwich, CT

United States

  • AQR Capital Management

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Implementing Momentum: What Have We Learned?

Number of pages: 24 Posted: 11 Dec 2017
Adrienne Ross, Tobias J. Moskowitz, Ronen Israel and Laura Serban
AQR Capital Management, LLC, Yale University, Yale SOM, AQR Capital Management, LLC and AQR Capital Management
Downloads 5,657 (1,425)
Citation 3

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 1,441 (14,379)
Citation 9

Abstract:

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