Laura Serban

AQR Capital Management

Greenwich, CT

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 9,432

SSRN RANKINGS

Top 9,432

in Total Papers Downloads

9,320

SSRN CITATIONS
Rank 49,905

SSRN RANKINGS

Top 49,905

in Total Papers Citations

5

CROSSREF CITATIONS

12

Scholarly Papers (3)

1.

Implementing Momentum: What Have We Learned?

Number of pages: 24 Posted: 11 Dec 2017
AQR Capital Management, LLC, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and AQR Capital Management
Downloads 7,108 (1,915)
Citation 5

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 1,838 (17,703)
Citation 14

Abstract:

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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 374 (150,513)

Abstract:

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