Sarah Jiang

AQR Capital Management, LLC

Greenwich, CT

United States

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Craftsmanship Alpha: An Application to Style Investing

Number of pages: 24 Posted: 11 Sep 2017
Ronen Israel, Sarah Jiang and Adrienne Ross
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
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Abstract:

Asset Pricing, Style Premia, Equities, Factor-Based Investing, Portfolio Construction