Jacques Friedman

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

2

DOWNLOADS
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Top 34,436

in Total Papers Downloads

2,773

SSRN CITATIONS
Rank 34,450

SSRN RANKINGS

Top 34,450

in Total Papers Citations

20

CROSSREF CITATIONS

10

Scholarly Papers (2)

1.

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 1,829 (17,688)
Citation 14

Abstract:

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

2.

Deactivating Active Share

Financial Analysts Journal, vol. 72, no. 2 (March/April 2016)
Number of pages: 14 Posted: 22 Apr 2015 Last Revised: 15 Jan 2016
Andrea Frazzini, Jacques Friedman and Lukasz Pomorski
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 944 (46,846)
Citation 7

Abstract:

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active share, mutual funds