Arbitrage
Meet the Expert: Todd Pulvino on Diversified Arbitrage
November 22, 2019
Todd Pulvino, Principal of CNH Partners, an affiliate of AQR, explains what Diversified Arbitrage strategies are and how they tend do perform during different economic cycles.
Tax Aware
Meet the Expert: Nathan Sosner on Tax-Aware Investing
November 20, 2019
AQR Principal Nathan Sosner explains the basics of tax-aware strategies and why taxable investors should consider them.
Volatility
Meet the Expert: Roni Israelov on Volatility
October 31, 2018
AQR Principal Roni Israelov answers questions about the volatility risk premium (VRP), including how it is similar to other alternative risk premia and how AQR implements it.
Fixed Income
Meet the Expert: Jordan Brooks on Systematic Fixed Income
October 12, 2018
AQR Managing Director Jordan Brooks answers questions about systematic fixed income, including how AQR implements the strategy and what makes it different from smart beta.
Behavioral Finance
Words from the Wise: An Interview with Richard Thaler
July 27, 2018
Richard Thaler, a founding father of behavioral finance and the 2017 recipient of the Nobel Prize in Economics, discusses his pioneering research, including how our behaviors influence decision making and investing and what to do about it.
Fixed Income
Cliff Asness on Bloomberg Television
May 8, 2018
Cliff Asness was interviewed on Bloomberg Television about AQR’s expansion into fixed income. The segment focused on our diversified, factor-based approach relative to traditional fixed income portfolios.
Alternative Investing
Words From the Wise: An AQR Interview with Ed Thorp
January 10, 2018
We sat down with Ed Thorp, a pioneer in the mathematical analysis of casino games and investing, to get his insights on an array of topics from casino gambling to quantitative investing.
Portfolio Construction
Words From the Wise: Robert Engle on Portfolio Management
October 2, 2017
This issue of "Words from the Wise" features an interview with Robert Engle, Nobel prize winner and father of risk modeling. Engle discusses his breakthrough research on analyzing economic time series with time-varying volatility.
Portfolio Construction
Words From the Wise: Roger Urwin on Addressing the Investment Challenge
October 10, 2016
Roger Urwin, global head of investment content at Willis Towers Watson, discusses in a Q&A how two powerful industry trends— specialization and complexity—will continue to have impact in coming years.
Portfolio Construction
Fiduciary Considerations for Adding Liquid Alternative Investment Strategies to DC Plans and Target-Date Funds
February 16, 2016
Attorneys Amy Pocino Kelly and Julie Stape discuss fiduciary due diligence considerations for defined contribution (DC) plans.