Joseph Liberman

AQR Capital Management, LLC

Research Associate

Greenwich, CT

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 45,931

SSRN RANKINGS

Top 45,931

in Total Papers Downloads

1,236

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

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 534 (65,149)
Citation 1

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 325 (116,556)

Abstract:

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

3.

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 289 (132,122)

Abstract:

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

4.

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 88 (353,989)

Abstract:

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