Abhilash Babu

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 11,071

SSRN RANKINGS

Top 11,071

in Total Papers Downloads

5,168

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Trends Everywhere

Journal of Investment Management, Forthcoming, NYU Stern School of Business
Number of pages: 26 Posted: 17 May 2019
AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 2,368 (6,944)
Citation 3

Abstract:

Loading...

managed futures, time series momentum, trend following, factor momentum, alternative markets, hedge funds, trading strategies, exotic commodities

2.

Enhanced Portfolio Optimization

Number of pages: 49 Posted: 02 Mar 2020 Last Revised: 19 Nov 2020
Lasse Heje Pedersen, Abhilash Babu and Ari Levine
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management
Downloads 2,054 (8,834)

Abstract:

Loading...

portfolio choice, optimization, robustness, Black-Litterman, machine learning

3.

You Can't Always Trend When You Want

Number of pages: 27 Posted: 01 Dec 2019
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, AQR Capital Management, LLC, Aarhus University and AQR Capital Management, LLC
Downloads 746 (40,028)
Citation 2

Abstract:

Loading...

trend-following investing, momentum, managed futures, CTA