John M. Liew

AQR Capital Management, LLC

Founding Principal

2 Greenwich Plaza

3rd floor

Greenwich, CT 06830

United States

http://www.aqr.com

  • AQR Capital Management, LLC

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SCHOLARLY PAPERS

5

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SSRN CITATIONS
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Top 16,772

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27

CROSSREF CITATIONS

37

Scholarly Papers (5)

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1.

Deep Value

Downloads 9,080 ( 681)
Citation 1

Deep Value

Number of pages: 59 Posted: 28 Nov 2017 Last Revised: 12 Dec 2017
Clifford S. Asness, John M. Liew, Lasse Heje Pedersen and Ashwin K Thapar
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 9,075 (675)
Citation 1

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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
Clifford S. Asness, John M. Liew, Lasse Heje Pedersen and Ashwin K Thapar
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
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arbitrage, behavioral finance, bubbles, demand pressure, Market Efficiency, noise, over-reaction, value investing

2.

Do Hedge Funds Hedge?

Number of pages: 21 Posted: 10 Jan 2001
Clifford S. Asness, Robert Krail and John M. Liew
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 8,604 (748)
Citation 66

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3.

International Diversification Works (Eventually)

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International Diversification Works (Eventually)

Financial Analysts Journal, Vol. 67, No. 3, 2011
Posted: 11 Jun 2011
Clifford S. Asness, Roni Israelov and John M. Liew
AQR Capital Management, LLC, NDVR, Inc. and AQR Capital Management, LLC

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equity investments, equity market valuation, return analysis, international equity investing, portfolio management, portfolio construction and revision, diversification issues

International Diversification Works (Eventually)

Posted: 05 Mar 2010 Last Revised: 27 Jan 2017
Clifford S. Asness, Roni Israelov and John M. Liew
AQR Capital Management, LLC, NDVR, Inc. and AQR Capital Management, LLC

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Diversification, International Diversification, Global Diversification, Home Bias

4.

Parallels between the Cross-Sectional Predictability of Stock and Country Returns

Posted: 26 Jun 1998
Clifford S. Asness, John M. Liew and Ross L. Stevens
AQR Capital Management, LLC, AQR Capital Management, LLC and Stone Ridge

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5.

Political Risk in Emerging and Developed Markets

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Political Risk in Emerging and Developed Markets

FINANCIAL ANALYSTS JOURNAL, May/June 1996
Posted: 06 Nov 1996
Robin Diamonte, John M. Liew and Ross L. Stevens
GTE Investment Management, AQR Capital Management, LLC and Stone Ridge

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Political Risk in Emerging and Developed Markets

Posted: 12 Oct 1995
Robin Diamonte, John M. Liew and Ross L. Stevens
GTE Investment Management, AQR Capital Management, LLC and Stone Ridge

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