Shaun Fitzgibbons

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

2

DOWNLOADS
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Top 7,932

in Total Papers Downloads

6,426

SSRN CITATIONS
Rank 40,408

SSRN RANKINGS

Top 40,408

in Total Papers Citations

0

CROSSREF CITATIONS

17

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 4,984 (1,806)
Citation 13

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 1,442 (14,416)
Citation 10

Abstract:

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