Ari Levine

AQR Capital Management

Managing Director

Greenwich, CT

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 4,219

SSRN RANKINGS

Top 4,219

in Total Papers Downloads

9,693

SSRN CITATIONS
Rank 46,315

SSRN RANKINGS

Top 46,315

in Total Papers Citations

7

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

Which Trend Is Your Friend?

Financial Analysts Journal, vol. 72, no. 3 (May/June 2016)
Number of pages: 32 Posted: 10 May 2015 Last Revised: 19 Apr 2016
Ari Levine and Lasse Heje Pedersen
AQR Capital Management and AQR Capital Management, LLC
Downloads 5,739 (1,229)
Citation 9

Abstract:

Loading...

trend-following investing, momentum, moving average crossover, filtering, managed futures, CTA

2.
Downloads 1,793 ( 9,044)
Citation 1

Commodities for the Long Run

Number of pages: 24 Posted: 21 Oct 2016 Last Revised: 27 Jul 2017
AQR Capital Management, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and AQR Capital Management, LLC
Downloads 1,749 (9,212)

Abstract:

Loading...

Commodities, Spot Returns, Convenience Yields, Carry, Business Cycle, Inflation, Backwardation, Asset Allocation

Commodities for the Long Run

NBER Working Paper No. w22793
Number of pages: 40 Posted: 07 Nov 2016
AQR Capital Management, AQR Capital Management, LLC and New York University (NYU) - Department of Finance
Downloads 44 (430,171)
Citation 1

Abstract:

Loading...

3.

Trends Everywhere

Journal of Investment Management, Forthcoming
Number of pages: 26 Posted: 17 May 2019
AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 1,784 (9,120)

Abstract:

Loading...

managed futures, time series momentum, trend following, factor momentum, alternative markets, hedge funds, trading strategies, exotic commodities

4.

You Can't Always Trend When You Want

Number of pages: 27 Posted: 01 Dec 2019
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, affiliation not provided to SSRN and AQR Capital Management, LLC
Downloads 377 (80,507)

Abstract:

Loading...

trend-following investing, momentum, managed futures, CTA