Abhilash Babu

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 9,952

SSRN RANKINGS

Top 9,952

in Total Papers Downloads

6,092

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (3)

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 2,707 (6,023)
Citation 4

Abstract:

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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
AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 2,580 (6,498)
Citation 3

Abstract:

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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
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, Aarhus University and AQR Capital Management, LLC
Downloads 805 (38,480)
Citation 2

Abstract:

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trend-following investing, momentum, managed futures, CTA