Shaun Fitzgibbons

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 4,857

SSRN RANKINGS

Top 4,857

in Total Papers Downloads

14,070

SSRN CITATIONS
Rank 6,995

SSRN RANKINGS

Top 6,995

in Total Papers Citations

210

CROSSREF CITATIONS

14

Scholarly Papers (2)

1.

Responsible Investing: The ESG-Efficient Frontier

NYU Stern School of Business
Number of pages: 51 Posted: 18 Oct 2019 Last Revised: 20 Nov 2020
Lasse Heje Pedersen, Shaun Fitzgibbons and Lukasz Pomorski
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 12,321 (634)
Citation 226

Abstract:

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portfolio choice, ESG, socially responsible investing, impact investing, sustainable investing, CSR

2.

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 1,749 (16,752)
Citation 12

Abstract:

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