David Kabiller

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.
Downloads 6,693 ( 839)

Buffett's Alpha

NBER Working Paper No. w19681
Number of pages: 46 Posted: 28 Nov 2013
Andrea Frazzini, David Kabiller and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 6,148 (927)

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Buffett's Alpha

Financial Analysts Journal, Forthcoming
Number of pages: 34 Posted: 30 Jun 2018
Andrea Frazzini, David Kabiller and Lasse Heje Pedersen
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 545 (73,451)

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

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 14 (514,556)
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betting against beta, leverage, market efficiency, quality, value