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Ronen Israel
Ronen Israel
AQR
Verified email at israelfamily.com
Title
Cited by
Cited by
Year
The role of shorting, firm size, and time on market anomalies
R Israel, TJ Moskowitz
Journal of Financial Economics 108 (2), 275-301, 2013
3032013
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
2972018
Fact, fiction and momentum investing
CS Asness, A Frazzini, R Israel, TJ Moskowitz
Journal of Portfolio Management, Fall, 2014
2302014
Trading costs
A Frazzini, R Israel, TJ Moskowitz
Available at SSRN 3229719, 2018
1862018
Fact, fiction, and value investing
CS Asness, A Frazzini, R Israel, TJ Moskowitz
Published in Journal of Portfolio Management 42 (1), 2015
1862015
Investing with style
C Asness, A Ilmanen, R Israel, T Moskowitz
Journal of Investment Management 13 (1), 27-63, 2015
1722015
Managerial compensation and capital structure
E Berkovitch, R Israel, Y Spiegel
Journal of Economics & Management Strategy 9 (4), 549-584, 2000
139*2000
Common factors in corporate bond returns
R Israel, D Palhares, SA Richardson
Forthcoming in the Journal of Investment Management, 2017
1352017
Fact, fiction, and the size effect
R Alquist, R Israel, TJ Moskowitz
Available at SSRN 3177539, 2018
1042018
How do factor premia vary over time? A century of evidence
A Ilmanen, R Israel, TJ Moskowitz, AK Thapar, R Lee
A Century of Evidence (February 18, 2021), 2021
702021
Contrarian factor timing is deceptively difficult
CS Asness, S Chandra, A Ilmanen, R Israel
Journal of Portfolio Management, Forthcoming, 2017
682017
How Tax Efficient Are Equity Styles?
R Israel, TJ Moskowitz
Chicago Booth Research Paper, 2012
412012
Long-horizon predictability: A cautionary tale
J Boudoukh, R Israel, M Richardson
Financial Analysts Journal 75 (1), 17-30, 2019
362019
Craftsmanship alpha: An application to style investing
R Israel, S Jiang, A Ross
The Journal of Portfolio Management 44 (2), 23-39, 2017
312017
Measuring factor exposures: Uses and abuses
R Israel, A Ross
Journal of Alternative Investments, Forthcoming, 2016
222016
Understanding style premia
R Israel, T Maloney
The Journal of Investing 23 (4), 15-22, 2014
192014
Implementing momentum: What have we learned?
A Ross, TJ Moskowitz, R Israel, L Serban
Available at SSRN 3081165, 2017
182017
Why the NPV criterion does not maximize NPV
E Berkovitch, R Israel
Available at SSRN 138643, 1998
151998
Should taxable investors Shun dividends?
R Israel, J Liberman, N Sosner, L Wang
The Journal of Wealth Management 22 (3), 49-69, 2019
112019
Is alpha just beta waiting to be discovered?
A Berger, B Crowell, R Israel, D Kabiller
82008
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Articles 1–20