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Andrea Frazzini
Andrea Frazzini
New York University, Yale University, AQR Capital Management
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Betting against beta
A Frazzini, LH Pedersen
Journal of financial economics 111 (1), 1-25, 2014
28792014
The small world of investing: Board connections and mutual fund returns
L Cohen, A Frazzini, C Malloy
Journal of Political Economy 116 (5), 951-979, 2008
16792008
Economic links and predictable returns
L Cohen, A Frazzini
The Journal of Finance 63 (4), 1977-2011, 2008
16712008
The disposition effect and underreaction to news
A Frazzini
The Journal of Finance 61 (4), 2017-2046, 2006
13922006
Dumb money: Mutual fund flows and the cross-section of stock returns
A Frazzini, OA Lamont
Journal of financial economics 88 (2), 299-322, 2008
13242008
Sell‐side school ties
L Cohen, A Frazzini, C Malloy
The Journal of Finance 65 (4), 1409-1437, 2010
10382010
Quality minus junk
CS Asness, A Frazzini, LH Pedersen
Review of Accounting studies 24 (1), 34-112, 2019
10182019
Trading costs of asset pricing anomalies
A Frazzini, R Israel, TJ Moskowitz
Fama-Miller Working Paper, Chicago Booth Research Paper, 2012
599*2012
The devil in HML's details
CS Asness, A Frazzini
SSRN, 2014
4972014
Leverage aversion and risk parity
CS Asness, A Frazzini, LH Pedersen
Financial Analysts Journal 68 (1), 47-59, 2012
4812012
The earnings announcement premium and trading volume
A Frazzini, OA Lamont
NBER working paper, 2007
358*2007
Size matters, if you control your junk
C Asness, A Frazzini, R Israel, TJ Moskowitz, LH Pedersen
Journal of Financial Economics 129 (3), 479-509, 2018
3132018
Fact, fiction and momentum investing
CS Asness, A Frazzini, R Israel, TJ Moskowitz
Journal of Portfolio Management, Fall, 2014
302*2014
Hiring cheerleaders: Board appointments of ¡°independent¡± directors
L Cohen, A Frazzini, CJ Malloy
Management Science 58 (6), 1039-1058, 2012
2492012
Buffett¡¯s alpha
A Frazzini, D Kabiller, LH Pedersen
Financial Analysts Journal 74 (4), 35-55, 2018
2302018
Fact, fiction, and value investing
CS Asness, A Frazzini, R Israel, TJ Moskowitz
Published in Journal of Portfolio Management 42 (1), 2015
1992015
Betting against correlation: Testing theories of the low-risk effect
C Asness, A Frazzini, NJ Gormsen, LH Pedersen
Journal of Financial Economics 135 (3), 629-652, 2020
1512020
Low-risk investing without industry bets
CS Asness, A Frazzini, LH Pedersen
Financial Analysts Journal 70 (4), 24-41, 2014
1322014
Embedded leverage
A Frazzini, LH Pedersen
National bureau of economic research, 2012
1092012
Deactivating active share
A Frazzini, J Friedman, L Pomorski
Financial Analysts Journal 72 (2), 14-21, 2016
892016
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