Joseph Liberman

AQR Capital Management, LLC

Research Associate

Greenwich, CT

United States

  • AQR Capital Management, LLC

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 37,276

SSRN RANKINGS

Top 37,276

in Total Papers Downloads

2,344

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (5)

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1.

Beyond Direct Indexing: Dynamic Direct Long-Short Investing

The Journal of Beta Investment Strategies, Direct Indexing Special Issue 2023, 14 (3): 10-41; DOI: 10.3905/jbis.2023.1.045
Number of pages: 57 Posted: 11 May 2023 Last Revised: 06 Sep 2023
Joseph Liberman, Stanley Krasner, Nathan Sosner and Pedro Freitas
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 703 (64,434)

Abstract:

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Direct Indexing, Long-Short Strategies, Factor Investing, Tax-Aware Strategies

2.

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 660 (69,854)
Citation 3

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

3.

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 409 (125,110)
Citation 1

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

4.

Integration of Income and Estate Tax Planning

The Journal of Wealth Management, Summer 2021, 24 (1) 78-104; DOI: https://doi.org/10.3905/jwm.2021.1.134
Number of pages: 50 Posted: 02 Oct 2020 Last Revised: 26 Jul 2021
Nathan Sosner, Joseph Liberman and Steven Liu
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 405 (126,530)

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Wealth Preservation, Income Tax, Estate Tax, Trusts, GRATs

5.

Understanding a Tax-Aware Defensive Equity Long-Short Strategy

Number of pages: 22 Posted: 22 May 2020
Nathan Sosner, Ted Pyne, Joseph Liberman and Steven Liu
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 167 (305,271)

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Defensive Investing, Long-Short Equity Strategies, Quantitative Strategies, Tax-Aware Portfolio Management