Two Greenwich Plaza, 3rd Floor
Greenwich, CT 06830
AQR Capital Management, LLC
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Momentum, Value, Market efficiency
Size, Size effect, Size Anomaly, Small Cap, Microcap, Quality, Junk, Profitability, Market efficiency, January Effect, Illiquidity, Value, Momentum, Low volatility
Quality Investing, Quality Minus Junk, QMJ
Value, momentum, market efficiency, behavioral finance
Low Beta, Betting against Beta
Social networks, connections, analysts, directors
active share, mutual funds
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betting against beta, leverage, market efficiency, quality, value
asset pricing, leverage constraints, lottery demand, margin, sentiment
Economic links, customers, suppliers, inattention
Independent directors, appointments, analysts, board members
G10, G11, G14
Portfolio Management, Portfolio Concepts from Capital Market Theory, Markowitz Portfolio Theory, Risk Management, Risk Management, Portfolio Risk Management, Risk Management Strategies
Disposition Effect, Under-reaction, Earnings announcements, Behavioral Finance
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