Joseph Liberman

AQR Capital Management, LLC

Research Associate

Greenwich, CT

United States

SCHOLARLY PAPERS

2

DOWNLOADS

748

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Tax Benefits of Separating Alpha from Beta

Financial Analysts Journal, 2020, 76 (1) 38-61; DOI: doi.org/10.1080/0015198X.2019.1675421
Number of pages: 55 Posted: 25 May 2018 Last Revised: 31 Jan 2020
Joseph Liberman, Clemens Sialm, Nathan Sosner and Lixin Wang
AQR Capital Management, LLC, University of Texas at Austin - McCombs School of Business, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 475 (61,580)

Abstract:

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Alpha-Beta Separation, Portable Alpha, Active Management, Long-Short, Long-Only, Tax Efficiency, After-Tax Performance

2.

Should Taxable Investors Shun Dividends?

The Journal of Wealth Management, Winter 2019, 22 (3) 49-69; DOI: org/10.3905/jwm.2019.1.080
Number of pages: 42 Posted: 24 Jun 2019 Last Revised: 07 Nov 2019
Ronen Israel, Joseph Liberman, Nathan Sosner and Lixin Wang
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 273 (116,483)

Abstract:

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Tax-Aware Portfolio Management, Active Management, Quantitative Strategies, Long-only Investing, Dividend Yield, Capital Gains