Nathan Sosner

AQR Capital Management, LLC

Principal

One Greenwich Plaza

Greenwich, CT 06830

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 22,043

SSRN RANKINGS

Top 22,043

in Total Papers Downloads

2,137

CITATIONS
Rank 47,322

SSRN RANKINGS

Top 47,322

in Total Papers Citations

9

Scholarly Papers (10)

1.

Trade and the Comovement of Stock Returns: Evidence from Japan

Number of pages: 59 Posted: 10 Jan 2003
Nathan Sosner and Robin M. Greenwood
AQR Capital Management, LLC and Harvard Business School - Finance Unit
Downloads 437 (65,001)
Citation 2

Abstract:

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comovement, beta, stock market index

2.

Taxes, Shorting, and Active Management

Financial Analysts Journal, Vol. 74, No. 1, 2018
Number of pages: 35 Posted: 28 Jan 2017 Last Revised: 12 Dec 2017
Clemens Sialm and Nathan Sosner
University of Texas at Austin - McCombs School of Business and AQR Capital Management, LLC
Downloads 435 (65,380)
Citation 1

Abstract:

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Tax-Efficient Asset Management, Short-Selling, Quantitative Strategies

3.

The Tax Benefits of Separating Alpha from Beta

Number of pages: 51 Posted: 25 May 2018 Last Revised: 27 Mar 2019
AQR Capital Management, LLC, University of Texas at Austin - McCombs School of Business, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 425 (67,621)

Abstract:

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Alpha-Beta Separation, Portable Alpha, Active Management, Long-Short, Long-Only, Tax Efficiency, After-Tax Performance

4.

Should Taxable Investors Shun Dividends?

Number of pages: 43 Posted: 24 Jun 2019
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 196 (155,309)

Abstract:

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Tax-Aware Portfolio Management, Active Management, Quantitative Strategies, Long-only Investing, Dividend Yield, Capital Gains

5.

Sources of Institutional Performance

Number of pages: 64 Posted: 13 May 2008
Boris Kovtunenko and Nathan Sosner
Acadian Asset Management and AQR Capital Management, LLC
Downloads 178 (167,868)
Citation 6

Abstract:

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financial institutions, performance evaluation, return on equity, expected returns

6.

Multi-Period After-Tax Reporting: A Practical Solution

Journal of Wealth Management, Winter 2018, 21 (3) 11-25; DOI: 10.3905/jwm.2018.21.3.011
Number of pages: 36 Posted: 30 Mar 2018 Last Revised: 06 Dec 2018
Nathan Sosner, Rodney N Sullivan and Liliana Urrutia
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 173 (172,170)

Abstract:

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after tax reporting, tax efficient investing, wealth management

7.

The Tax Benefits of Relaxing the Long-Only Constraint: Do They Come from Character or Deferral?

The Journal of Wealth Management, Spring 2019, 21 (4) 10-31; DOI: 10.3905/jwm.2019.1.068
Number of pages: 48 Posted: 25 Oct 2018 Last Revised: 07 Feb 2019
Nathan Sosner, Stanley Krasner and Ted Pyne
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 123 (227,501)

Abstract:

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Tax-Aware Portfolio Management, Active Management, Quantitative Strategies, Relaxed-Constraint Strategies

8.

Partnership Allocations and Their Effects on Tax-Aware Fund Investors

The Journal of Wealth Management, Summer 2018, 21 (1) 8-17; DOI: 10.3905/jwm.2018.21.1.008
Number of pages: 22 Posted: 13 Nov 2017 Last Revised: 24 Jun 2019
Nathan Sosner, Philip Balzafiore and Zhenduo Du
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 105 (255,029)

Abstract:

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Taxation, Limited Partnership, Tax Aware, Tax Managed, Securities Partnership, Partnership Accounting, Partnership Allocations, Tax Allocations, Partner Outside Basis

9.

Avoidance of Small Stocks and Institutional Performance

Number of pages: 50 Posted: 19 Jun 2008
Boris Kovtunenko and Nathan Sosner
Acadian Asset Management and AQR Capital Management, LLC
Downloads 65 (340,694)
Citation 1

Abstract:

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financial institutions, performance evaluation, return on equity, expected returns

10.

Trading Patterns and Excess Comovement of Stock Returns

Financial Analysts Journal, Vol. 63, No. 5, 2007
Posted: 28 Sep 2007
Nathan Sosner and Robin M. Greenwood
AQR Capital Management, LLC and Harvard Business School - Finance Unit

Abstract:

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Equity Investments, Fundamental Analysis and Valuation Models, Portfolio Management, Equity Strategies, Asset Allocation, Trading and Execution, Portfolio Construction, Rebalancing, and Implementation, Investment Theory, Behavioral Finance, Efficient Market Theory, Risk Measurement and Management