Laura Serban

AQR Capital Management

Greenwich, CT

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Implementing Momentum: What Have We Learned?

Number of pages: 24 Posted: 11 Dec 2017
AQR Capital Management, LLC, Yale University, Yale SOM, AQR Capital Management, LLC and AQR Capital Management
Downloads 4,961 (1,463)

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
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management
Downloads 1,248 (15,044)

Abstract:

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