themes

Chief Investment Quarterly

The CIQ newsletter focuses on a wide array of themes such as retirement policy, macroeconomic insights, and investment ideas for this community.

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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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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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Cliff's Perspectives

Value  

It’s Time for a Venial Value-Timing Sin

Cliff discusses how to measure whether a factor, in this case the value factor, is itself rich or cheap versus history. The answer, regardless of the approach taken in measuring cheapness, is that value is currently quite cheap compared to history.

Cliff Asness, AQR

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Fixed Income  

Bonds Are Frickin' Expensive

Alternative Investing  

Quant Cassandra

Portfolio Risk and Performance  

Serenity Now

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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

All Insights

Macroeconomics

At Any Rate

ESG Investing

Responsible Asset Selection: ESG in Portfolio Decisions

Macroeconomics

Credit Checkup

Arbitrage

Meet the Expert: Todd Pulvino on Diversified Arbitrage

Tax Aware

Meet the Expert: Nathan Sosner on Tax-Aware Investing

Portfolio Risk and Performance

Chasing Your Own Tail (Risk), Revisited

Macroeconomics

Non-Essential Oil

Macroeconomics

Cut It Out

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