Lukasz Pomorski

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

14

DOWNLOADS

18,189

SSRN CITATIONS

58

CROSSREF CITATIONS

114

Scholarly Papers (14)

1.

Responsible Investing: The ESG-Efficient Frontier

NYU Stern School of Business
Number of pages: 51 Posted: 18 Oct 2019 Last Revised: 20 Nov 2020
Lasse Heje Pedersen, Shaun Fitzgibbons and Lukasz Pomorski
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 8,275 (892)
Citation 35

Abstract:

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portfolio choice, ESG, socially responsible investing, impact investing, sustainable investing, CSR

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 1,555 (14,974)
Citation 11

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

3.

Is Bigger Better? Size and Performance in Pension Plan Management

Rotman School of Management Working Paper No. 1690724
Number of pages: 59 Posted: 12 Oct 2010 Last Revised: 29 Sep 2011
I. J. Alexander Dyck and Lukasz Pomorski
University of Toronto - Rotman School of Management and AQR Capital Management, LLC
Downloads 1,471 (16,401)
Citation 39

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pension fund, investment management, economies of scale, size, alternative assets, private equity

4.

Acting on the Most Valuable Information: 'Best Idea' Trades of Mutual Fund Managers

Number of pages: 45 Posted: 24 Mar 2008 Last Revised: 23 Mar 2009
Lukasz Pomorski
AQR Capital Management, LLC
Downloads 839 (37,001)
Citation 5

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mutual funds, management companies, portfolio choice, skill

5.

Deactivating Active Share

Financial Analysts Journal, vol. 72, no. 2 (March/April 2016)
Number of pages: 14 Posted: 22 Apr 2015 Last Revised: 15 Jan 2016
Andrea Frazzini, Jacques Friedman and Lukasz Pomorski
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 802 (39,399)
Citation 7

Abstract:

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active share, mutual funds

6.

Does Active Management Pay? New International Evidence

Number of pages: 53 Posted: 11 Nov 2011 Last Revised: 23 Nov 2011
I. J. Alexander Dyck, Karl V. Lins and Lukasz Pomorski
University of Toronto - Rotman School of Management, University of Utah - Department of Finance and AQR Capital Management, LLC
Downloads 785 (40,569)
Citation 11

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international financial markets, investment management, emerging markets, active, passive, pension funds

7.

Follow the Leader: Peer Effects in Mutual Fund Portfolio Decisions

Number of pages: 45 Posted: 01 Jan 2007 Last Revised: 13 Aug 2009
Lukasz Pomorski
AQR Capital Management, LLC
Downloads 757 (42,624)
Citation 5

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mutual funds, portfolio choice, information acquisition, momentum

8.

Investing in Disappearing Anomalies

Review of Finance, Forthcoming
Number of pages: 35 Posted: 15 May 2003 Last Revised: 16 Aug 2015
Christopher S. Jones and Lukasz Pomorski
University of Southern California - Marshall School of Business - Finance and Business Economics Department and AQR Capital Management, LLC
Downloads 756 (42,696)
Citation 1

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anomalies, Bayesian analysis, out-of-sample return predictability, asset allocation, structural breaks, January effect, return autocorrelation, value effect

9.

Style Investing: Evidence from Mutual Fund Flows

Number of pages: 38 Posted: 30 Jun 2004
Lukasz Pomorski
AQR Capital Management, LLC
Downloads 731 (44,680)
Citation 10

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10.

(Car)Bon Voyage: The Road to Low Carbon Investment Portfolios

Number of pages: 15 Posted: 09 Mar 2021
Christopher Palazzolo, Lukasz Pomorski and Alice Zhao
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 722 (45,397)
Citation 1

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carbon, greenhouse gas emissions, climate, net zero, ESG, socially responsible investing

11.

Decoding Inside Information

Number of pages: 51 Posted: 18 Oct 2010 Last Revised: 18 Jun 2021
Lauren Cohen, Christopher J. Malloy and Lukasz Pomorski
Harvard University - Business School (HBS), Harvard Business School and AQR Capital Management, LLC
Downloads 575 (60,991)
Citation 4

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12.

Sustainable Systematic Credit

Number of pages: 59 Posted: 13 Sep 2021 Last Revised: 21 Oct 2021
Peter Diep, Lukasz Pomorski and Scott A. Richardson
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 404 (93,602)

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ESG, credit, fixed income, portfolio choice, socially responsible investing, CSR

13.

Investor Scale and Performance in Private Equity Investments

Review of Finance, Forthcoming
Number of pages: 40 Posted: 22 Dec 2012 Last Revised: 16 Aug 2015
I. J. Alexander Dyck and Lukasz Pomorski
University of Toronto - Rotman School of Management and AQR Capital Management, LLC
Downloads 376 (101,670)
Citation 6

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private equity, alternative assets, pension funds, investment management, size, economies of scale

14.
Downloads 141 (260,859)

Initiating Bargaining

Review of Economic Studies, Forthcoming
Number of pages: 42 Posted: 25 Oct 2007 Last Revised: 16 Aug 2015
David Goldreich and Lukasz Pomorski
University of Toronto - Rotman School of Management and AQR Capital Management, LLC
Downloads 137 (267,933)

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bargaining, negotiations, poker

When is Bargaining Successful? Negotiated Division of Tournament Prizes

Number of pages: 51 Posted: 05 Jun 2008
David Goldreich and Lukasz Pomorski
University of Toronto - Rotman School of Management and AQR Capital Management, LLC
Downloads 4 (805,829)
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Abstract:

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Bargaining, Negotiations, Poker