themes

Portfolio Construction

Diversification. Craftsmanship. What goes into building an effective portfolio? We’ve rounded up our best thinking on the topic.

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Systematic Investing

Systematic investing requires a rigorous, clear and consistent process for making investment decisions. Here, we delve into how this approach works in practice—and more importantly, why?

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Macro Wrap-Up

The AQR Macro Wrap-Up is a weekly summary distributed to clients focusing on macroeconomic themes. This piece looks at current events and how they affect market movements and reactions.

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Cliff's Perspectives

Alternative Investing  

But What About October?

This year of pain in liquid alternatives has continued. Cliff shows the results of an AQR representative liquid alts portfolio and based on an analysis of it, discusses how our investment process and our long-term liquid alts record remains sound, how October was disappointing but not a particularly abnormal outcome, and how our process has been well-behaved over time, particularly compared with the market portfolio.

Cliff Asness, AQR

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Alternative Investing  

The George Costanza Portfolio

Alternative Investing  

Liquid Alt Ragnarök?

Asset Allocation  

It Ain't What You Don't Know That Gets You Into Trouble

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data Sets

Simulated returns from published articles (or working papers) by researchers associated with AQR, and returns from the AQR Momentum Indexes.

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Words from the Wise

In-depth interviews with some of the best-known and most-successful professional investors.

Words from the Wise: An Interview with Richard Thaler

Words From the Wise: An AQR Interview with Ed Thorp

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