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Rodney Sullivan
Rodney Sullivan
AQR Capital Management
Verified email at aqr.com
Title
Cited by
Cited by
Year
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
432015
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
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
Taming global village risk II: Understanding and mitigating bubbles
RN Sullivan
The Journal of Portfolio Management 35 (4), 131-141, 2009
202009
Insights into the global financial crisis
LB Siegel, RN Sullivan
Research Foundation of CFA Institute, 2009
202009
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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