Ashwin K Thapar

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 2,775

SSRN RANKINGS

Top 2,775

in Total Papers Downloads

15,263

SSRN CITATIONS

3

CROSSREF CITATIONS

7

Scholarly Papers (4)

1.
Downloads 9,084 ( 681)
Citation 1

Deep Value

Number of pages: 59 Posted: 28 Nov 2017 Last Revised: 12 Dec 2017
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 9,079 (675)
Citation 1

Abstract:

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value investing, market efficiency, bubbles, behavioral finance, over-reaction, demand pressure, arbitrage, noise

Deep Value

CEPR Discussion Paper No. DP12685
Number of pages: 62 Posted: 14 Feb 2018
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 5 (749,438)
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arbitrage, behavioral finance, bubbles, demand pressure, Market Efficiency, noise, over-reaction, value investing

2.

How Do Factor Premia Vary Over Time? A Century of Evidence

Number of pages: 55 Posted: 17 Jun 2019 Last Revised: 24 Feb 2021
AQR Capital Management, AQR Capital Management, LLC, Yale University, Yale SOM, AQR Capital Management, LLC and Vice President
Downloads 5,103 (1,854)
Citation 11

Abstract:

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Factor premia, factor timing, multi-asset class, overfitting bias, arbitrage activity

3.

Optimal Currency Hedging for International Equity Portfolios

Financial Analyst Journal - Forthcoming
Number of pages: 30 Posted: 16 Oct 2018 Last Revised: 08 Jun 2019
Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 911 (30,412)

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International equity portfolio, Currency risk, Optimal hedging, Carry, Value, Momentum

4.

Is There a Dollar Risk Factor?

Number of pages: 23 Posted: 04 Nov 2018
Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 165 (213,950)
Citation 1

Abstract:

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Exchange Rates, Dollar, Carry, Factor