Abhilash Babu

AQR Capital Management, LLC

Greenwich, CT

United States

  • AQR Capital Management, LLC

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 5,911

SSRN RANKINGS

Top 5,911

in Total Papers Downloads

14,953

TOTAL CITATIONS
Rank 44,858

SSRN RANKINGS

Top 44,858

in Total Papers Citations

20

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

Enhanced Portfolio Optimization

Lasse Heje Pedersen, Abhilash Babu, and Ari Levine (2021), Enhanced Portfolio Optimization, Financial Analysts Journal, 77:2, 124-151, DOI: 10.1080/0015198X.2020.1854543
Number of pages: 49 Posted: 02 Mar 2020 Last Revised: 30 Apr 2021
Lasse Heje Pedersen, Abhilash Babu and Ari Levine
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management
Downloads 9,192 (1,386)
Citation 15

Abstract:

Loading...

portfolio choice, optimization, robustness, Black-Litterman, machine learning

2.

Trends Everywhere

Journal of Investment Management, Forthcoming, NYU Stern School of Business
Number of pages: 26 Posted: 17 May 2019
Abhilash Babu, Ari Levine, Yao Hua Ooi, Lasse Heje Pedersen and Erik Stamelos
AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 4,089 (5,534)
Citation 3

Abstract:

Loading...

managed futures, time series momentum, trend following, factor momentum, alternative markets, hedge funds, trading strategies, exotic commodities

3.

You Can't Always Trend When You Want

Number of pages: 27 Posted: 01 Dec 2019
Abhilash Babu, Brendan Hoffman, Ari Levine, Yao Hua Ooi, Sarah Schroeder and Erik Stamelos
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, Aarhus University and AQR Capital Management, LLC
Downloads 1,672 (23,098)
Citation 2

Abstract:

Loading...

trend-following investing, momentum, managed futures, CTA