Antti Ilmanen

AQR Capital Management

Principal

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
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SSRN RANKINGS

Top 2,079

in Total Papers Downloads

13,587

CITATIONS
Rank 45,366

SSRN RANKINGS

Top 45,366

in Total Papers Citations

3

Scholarly Papers (9)

1.

The Norway Model

Journal of Portfolio Management, Vol. 38, No. 2, 2012, pages 67–81,
Number of pages: 17 Posted: 04 Oct 2011 Last Revised: 20 Mar 2016
David Chambers, Elroy Dimson and Antti Ilmanen
University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and AQR Capital Management
Downloads 5,897 (647)
Citation 1

Abstract:

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Sovereign wealth funds, endowment, pensions, Norway, Government Pension Fund Global

2.

Asset Allocation and Bad Habits

Rotman International Journal of Pension Management, Vol. 7, No. 2, 2014, Columbia Business School Research Paper No. 14-42
Number of pages: 13 Posted: 17 Sep 2014
Andrew Ang, Amit Goyal and Antti Ilmanen
BlackRock, Inc, University of Lausanne and AQR Capital Management
Downloads 677 (14,542)

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Asset Allocation, Mean Reversion, Momentum Investing, Pension Fund, Return Attribution

3.

Rethinking the Equity Risk Premium

Brett Hammond, Martin Leibowitz, and Laurence Siegel (Eds), Rethinking the Equity Premium, Research Foundation of CFA Institute, 2011-1
Number of pages: 164 Posted: 12 Jun 2015 Last Revised: 19 Mar 2016
Capital Group, Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF), CFA Institute Research Foundation, Yale School of Management, AQR Capital Management, LLC, University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting, London Business School - Institute of Finance and Accounting, Barclays, Blackrock, Research Affiliates, LLC, AQR Capital Management, Xi'an Jiaotong - Liverpool University - International Business School Suzhou, BlackRock, Inc, Independent, University of Pennsylvania - Finance Department and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 274 (8,683)
Citation 2

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ERP, Equity risk premium, CFA, CFA Institute, research foundation, Arnott, Asness, Dimson

4.

Expected Returns on Major Asset Classes

CFA Institute Research Foundation 2012 - 1
Number of pages: 180 Posted: 09 Jun 2015 Last Revised: 12 Jun 2015
Antti Ilmanen
AQR Capital Management
Downloads 86 (21,573)

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Expected Returns

5.

Research Foundation Year in Review -- 2012

CFA Institute Research Foundation R2013
Number of pages: 76 Posted: 11 Jun 2015 Last Revised: 20 Mar 2016
AQR Capital Management, University of Warwick - Finance Group, University College London (UCL), Boston University - Department of Finance & Economics, CFA Institute Research Foundation, CFA Institute, Fischer Francis Trees & Watts, Inc., New York University - Stern School of Business, Minnesota State University, Mankato, CFA Institute, Webster University, Environmental Financial Products, LLC, University of Cambridge - Judge Business School, Target Corporation, CFA Institute Research Foundation and University of Cambridge - Judge Business School, Department of Finance & Accounting
Downloads 32 (280,109)

Abstract:

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Expected Returns, emotional finance, currency investing, life-cycle investing, inflation, liquidity, financial frictions, ethics, derivatives, equity risk premium

6.

The Death of Diversification Has Been Greatly Exaggerated

Journal of Portfolio Management, Vol. 38, No. 3, pp. 15-27, 2012
Posted: 14 Jul 2017
Antti Ilmanen and Jared Kizer
AQR Capital Management and Buckingham Asset Management, LLC

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Diversification, Style Investing, Factor Investing

7.

Contrarian Factor Timing is Deceptively Difficult

Journal of Portfolio Management, Forthcoming
Number of pages: 29 Posted: 09 Mar 2017
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management and AQR Capital Management, LLC
Downloads 0 (3,373)

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factor investing, factor timing, styles, value timing, value spreads, contrarian timing, value, momentum, defensive, tactical timing, smart beta, low beta, BAB, low volatility

8.

Antti S. Ilmanen, PhD: Smart Investing in an Environment of Low Expected Returns

Journal of Investment Consulting, Vol. 17, No. 2, 4-12, 2016
Number of pages: 11 Posted: 07 Feb 2017
Antti Ilmanen
AQR Capital Management
Downloads 0 (107,138)

Abstract:

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Antti Ilmanen

9.

Time-Varying Expected Returns in International Bond Markets

JOURNAL OF FINANCE, Vol 50 No 2, June 1995
Posted: 03 May 2000
Antti Ilmanen
AQR Capital Management

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