Abhilash Babu

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 13,520

SSRN RANKINGS

Top 13,520

in Total Papers Downloads

3,884

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Trends Everywhere

Journal of Investment Management, Forthcoming, NYU Stern School of Business
Number of pages: 26 Posted: 17 May 2019
AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 2,152 (7,192)
Citation 2

Abstract:

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

2.

Enhanced Portfolio Optimization

Number of pages: 49 Posted: 02 Mar 2020 Last Revised: 16 Jun 2020
Lasse Heje Pedersen, Abhilash Babu and Ari Levine
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management
Downloads 1,118 (20,373)

Abstract:

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portfolio choice, optimization, robustness, machine learning, random matrix theory

3.

You Can't Always Trend When You Want

Number of pages: 27 Posted: 01 Dec 2019
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, affiliation not provided to SSRN and AQR Capital Management, LLC
Downloads 614 (47,148)
Citation 1

Abstract:

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trend-following investing, momentum, managed futures, CTA