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Andrea Frazzini
Andrea Frazzini
New York University, Yale University, AQR Capital Management
Verified email at yale.edu - Homepage
Title
Cited by
Cited by
Year
Betting against beta
A Frazzini, LH Pedersen
Journal of financial economics 111 (1), 1-25, 2014
27002014
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
15992008
Economic links and predictable returns
L Cohen, A Frazzini
The Journal of Finance 63 (4), 1977-2011, 2008
15832008
The disposition effect and underreaction to news
A Frazzini
The Journal of Finance 61 (4), 2017-2046, 2006
13522006
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
12662008
Sell‐side school ties
L Cohen, A Frazzini, C Malloy
The Journal of Finance 65 (4), 1409-1437, 2010
9942010
Quality minus junk
CS Asness, A Frazzini, LH Pedersen
Review of Accounting Studies 24 (1), 34-112, 2019
9332019
Trading costs of asset pricing anomalies
A Frazzini, R Israel, TJ Moskowitz
Fama-Miller Working Paper, Chicago Booth Research Paper, 2012
560*2012
The devil in HML's details
CS Asness, A Frazzini
SSRN, 2014
4782014
Leverage aversion and risk parity
CS Asness, A Frazzini, LH Pedersen
Financial Analysts Journal 68 (1), 47-59, 2012
4542012
The earnings announcement premium and trading volume
A Frazzini, OA Lamont
NBER working paper, 2007
339*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
2892018
Hiring cheerleaders: Board appointments of “independent” directors
L Cohen, A Frazzini, CJ Malloy
Management Science 58 (6), 1039-1058, 2012
2432012
Fact, fiction and momentum investing
CS Asness, A Frazzini, R Israel, TJ Moskowitz
Journal of Portfolio Management, Fall, 2014
2262014
Buffett’s alpha
A Frazzini, D Kabiller, LH Pedersen
Financial Analysts Journal 74 (4), 35-55, 2018
2082018
Fact, fiction, and value investing
CS Asness, A Frazzini, R Israel, TJ Moskowitz
Published in Journal of Portfolio Management 42 (1), 2015
1852015
Embedded leverage
A Frazzini, LH Pedersen
The Review of Asset Pricing Studies 12 (1), 1-52, 2022
1482022
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
1372020
Low-risk investing without industry bets
CS Asness, A Frazzini, LH Pedersen
Financial Analysts Journal 70 (4), 24-41, 2014
1242014
Deactivating active share
A Frazzini, J Friedman, L Pomorski
Financial Analysts Journal 72 (2), 14-21, 2016
882016
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