Ari Levine

AQR Capital Management

Managing Director

Greenwich, CT

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 4,636

SSRN RANKINGS

Top 4,636

in Total Papers Downloads

8,717

CITATIONS

6

Scholarly Papers (3)

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 5,579 (1,221)
Citation 5

Abstract:

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

2.
Downloads 1,736 ( 9,062)
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 1,697 (9,236)

Abstract:

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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 39 (434,921)
Citation 1

Abstract:

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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 1,402 (12,855)

Abstract:

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