Laura Serban

AQR Capital Management

Greenwich, CT

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 8,095

SSRN RANKINGS

Top 8,095

in Total Papers Downloads

7,938

SSRN CITATIONS

1

CROSSREF CITATIONS

10

Scholarly Papers (3)

1.

Implementing Momentum: What Have We Learned?

Number of pages: 24 Posted: 11 Dec 2017
AQR Capital Management, LLC, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and AQR Capital Management
Downloads 6,325 (1,599)
Citation 3

Abstract:

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Factors, styles, implementation, trading costs, taxes, momentum

2.

Long-Only Style Investing: Don't Just Mix, Integrate

Journal of Investing, Forthcoming
Number of pages: 19 Posted: 02 Jul 2016 Last Revised: 23 Oct 2017
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management
Downloads 1,589 (15,811)
Citation 11

Abstract:

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smart beta, factors, long only, portfolio construction, implementation, value, momentum

3.

Supply Chain Climate Exposure

Number of pages: 17 Posted: 10 May 2022
Greg Hall, Kate Liu, Lukasz Pomorski and Laura Serban
affiliation not provided to SSRN, affiliation not provided to SSRN, AQR Capital Management, LLC and AQR Capital Management
Downloads 24 (656,750)

Abstract:

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ESG, climate, carbon emissions, greenhouse gas emissions, scope 3, supply chain, emissions offshoring