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Rodney Sullivan
Rodney Sullivan
AQR Capital Management
Verifisert e-postadresse på aqr.com
Tittel
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Sitert av
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How index trading increases market vulnerability
RN Sullivan, JX Xiong
Financial Analysts Journal 68 (2), 70-84, 2012
1072012
The limits to arbitrage and the low-volatility anomaly
X Li, RN Sullivan, L Garcia-Feijóo
Financial Analysts Journal 70 (1), 52-63, 2014
972014
The low-volatility anomaly: Market evidence on systematic risk vs. mispricing
X Li, RN Sullivan, L Garcia-Feijóo
Financial Analysts Journal 72 (1), 36-47, 2016
622016
Low-volatility cycles: The influence of valuation and momentum on low-volatility portfolios
L Garcia-Feijóo, L Kochard, RN Sullivan, P Wang
Financial Analysts Journal 71 (3), 47-60, 2015
442015
Sell-side analysts and gender: A comparison of performance, behavior, and career outcomes
X Li, RN Sullivan, D Xu, G Gao
Financial Analysts Journal 69 (2), 83-94, 2013
422013
The limits to arbitrage revisited: The accrual and asset growth anomalies
X Li, RN Sullivan
Financial Analysts Journal 67 (4), 50-66, 2011
392011
Markets in crisis
JC Bogle, RN Sullivan
Financial Analysts Journal 65 (1), 17-24, 2009
372009
Hedge fund alpha: Cycle or sunset
RN Sullivan
The Journal of Alternative Investments 23 (3), 55-79, 2021
292021
Risk-based dynamic asset allocation with extreme tails and correlations
P Wang, RN Sullivan, Y Ge
SSRN, 2019
282019
Deploying financial emotional intelligence
RN Sullivan
Financial Analysts Journal 67 (6), 4-10, 2011
252011
A dynamic future for active quant investing
X Li, RN Sullivan
Journal of Portfolio Management 37 (3), 29-36, 2011
242011
Taming global village risk II: Understanding and mitigating bubbles
RN Sullivan
The Journal of Portfolio Management 35 (4), 131-141, 2009
212009
Insights into the global financial crisis
LB Siegel, RN Sullivan
Research Foundation of CFA Institute, 2009
212009
The limits to arbitrage revisited: the low-risk anomaly
X Li, R Sullivan, L García-Feijóo
Financial Analysts Journal, 2012
202012
Speculative leverage: a false cure for pension woes
RN Sullivan
Financial Analysts Journal 66 (3), 6-8, 2010
202010
Liquidity-driven dynamic asset allocation
JX Xiong, RN Sullivan, P Wang
Journal of Portfolio Management 39 (3), 102, 2013
192013
Measuring Global Systemic Risk: What Are Markets Saying about Risk?
R Sullivan, S Peterson, D Waltenbaugh
The Journal of Portfolio Management 37 (1), 67-77, 2010
152010
The pitfalls of leveraged and inverse ETFs
R Sullivan
CFA Magazine 20 (3), 12-12, 2009
152009
Defined contribution retirement plans should look and feel more like defined benefit plans
A Ilmanen, DG Kabiller, LB Siegel, RN Sullivan
The Journal of Portfolio Management 43 (2), 61-76, 2017
142017
Investing in the asset growth anomaly across the globe
X Li, RN Sullivan
Journal of Investment Management 13, 1-21, 2014
142014
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Artikler 1–20