David Kabiller

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

2

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Top 2,006

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28,677

SSRN CITATIONS
Rank 31,684

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Top 31,684

in Total Papers Citations

34

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Scholarly Papers (2)

1.
Downloads 28,662 ( 155)
Citation 17

Buffett's Alpha

Financial Analysts Journal, 2018, 74 (4): 35-55
Number of pages: 34 Posted: 30 Jun 2018 Last Revised: 10 Jan 2019
Andrea Frazzini, David Kabiller and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 17,777 (371)
Citation 15

Abstract:

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investments, market efficiency, leverage, quality, value, betting against beta

Buffett's Alpha

NBER Working Paper No. w19681
Number of pages: 46 Posted: 28 Nov 2013 Last Revised: 12 Apr 2023
Andrea Frazzini, David Kabiller and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 10,885 (913)

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2.

Buffett's Alpha

CEPR Discussion Paper No. DP9769
Number of pages: 48 Posted: 02 Dec 2013
Andrea Frazzini, David Kabiller and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 15 (1,005,778)
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Abstract:

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betting against beta, leverage, market efficiency, quality, value