Lars N Nielsen

AQR Capital Management, LLC

Greenwich, CT

United States

  • AQR Capital Management, LLC

SCHOLARLY PAPERS

4

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SSRN CITATIONS
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Top 36,284

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20

CROSSREF CITATIONS

4

Scholarly Papers (4)

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1.

Covered Calls Uncovered

Financial Analysts Journal, Vol. 71, No. 6, November/December 2015
Number of pages: 24 Posted: 04 Jun 2014 Last Revised: 27 Jan 2017
Roni Israelov and Lars N Nielsen
NDVR, Inc. and AQR Capital Management, LLC
Downloads 3,409 (5,853)
Citation 4

Abstract:

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Covered Call, Covered Calls, Call Overwriting, Overwriting, Options, Volatility Risk Premium, Variance Risk Premium, BuyWrite, Buy-Write, PutWrite, Put-Write

2.

Covered Call Strategies: One Fact and Eight Myths

Financial Analysts Journal, Vol. 70, No. 6, 2014
Number of pages: 17 Posted: 04 Jun 2014 Last Revised: 27 Jan 2017
Roni Israelov and Lars N Nielsen
NDVR, Inc. and AQR Capital Management, LLC
Downloads 2,236 (11,438)
Citation 3

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Covered Call, Covered Calls, Call Overwriting, Overwriting, Options, Volatility Risk Premium, Variance Risk Premium, BuyWrite, Buy-Write, PutWrite, Put-Write

3.

Still Not Cheap: Portfolio Protection in Calm Markets

Number of pages: 25 Posted: 17 Mar 2015 Last Revised: 27 Jan 2017
Roni Israelov and Lars N Nielsen
NDVR, Inc. and AQR Capital Management, LLC
Downloads 1,202 (29,628)
Citation 4

Abstract:

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Options, Protection, Portfolio Protection, Tail Protection, Tail Risk, Volatility Risk Premium, Variance Risk Premium, PutWrite, Put-Write, BuyWrite, Buy-Write, Covered Call, Covered Calls, Call Overwriting, Overwriting

4.

Are Stocks Real Assets? Sticky Discount Rates in Stock Markets

Review of Financial Studies (Forthcoming)
Number of pages: 60 Posted: 12 Jan 2015 Last Revised: 14 Aug 2016
Michael Katz, Hanno N. Lustig and Lars N Nielsen
AQR Capital Management, LLC, Stanford Graduate School of Business and AQR Capital Management, LLC
Downloads 856 (47,805)
Citation 11

Abstract:

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inflation hedging, inflation expectations