Andrea Frazzini

Andrea Frazzini is a quantitative researcher and principal at AQR Capital Management, known for empirical asset-pricing work including “Betting Against Beta” and “Quality Minus Junk”. He appears in this vault as a co-author of Frazzini Israel and Moskowitz 2018, which used over $1 trillion of AQR live trades to measure the real-world Transaction Costs and Slippage facing an institutional arbitrageur.

Connections

• Frazzini Israel and Moskowitz 2018 — proposes_model, source: https://www.aqr.com/Insights/Research/Working-Paper/Trading-Costs-of-Asset-Pricing-Anomalies
• AQR Capital Management — part-of, source: https://www.aqr.com/Insights/Research/Working-Paper/Trading-Costs-of-Asset-Pricing-Anomalies