Laura Serban

AQR Capital Management

Greenwich, CT

United States

  • AQR Capital Management

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 8,087

SSRN RANKINGS

Top 8,087

in Total Papers Downloads

7,924

SSRN CITATIONS

1

CROSSREF CITATIONS

10

Scholarly Papers (3)

Actions:
Email selected abstracts
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 6,321 (1,594)
Citation 3

Abstract:

Loading...

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 1,588 (15,781)
Citation 11

Abstract:

Loading...

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

3.

Supply Chain Climate Exposure

Number of pages: 17 Posted: 10 May 2022
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 15 (723,746)

Abstract:

Loading...

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