Laura Serban

AQR Capital Management

Greenwich, CT

United States

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 6,886

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Top 6,886

in Total Papers Downloads

6,392

CITATIONS

8

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 5,111 (1,423)
Citation 1

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 1,281 (14,734)
Citation 9

Abstract:

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