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Journal Article

How Index Trading Increases Market Vulnerability

Passively managed index funds and exchange-traded funds (ETFs) have experienced accelerating growth in recent decades.

Book

Global Perspectives on Investment Management: Learning From the Leaders

This book features an array of perspectives from financial industry luminaries to cover topics at the forefront of the global asset management industry, including risk management and ethics.

Book

Benjamin Graham: Building a Profession

Benjamin Graham is widely known as the father of value investing and mentor to legendary investor Warren Buffett. This collection of Graham's writings and expert interviews offers valuable perspectives on investing and financial markets.

Book

Bold Thinking on Investment Management

In this anthology, which provides the collective wisdom of some of the best minds in the investment industry, AQR co-founder Cliff Asness recounts what investors learned from the great stock market bubble that popped early in the new millennium.

Journal Article

Investing in the Asset-Growth Anomaly Across the Globe

Several studies have show that slow-growing companies return more to stock-market investors than fast-growing companies, based on the growth in the book value of companies’ assets.

Journal Article

Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility Portfolios

In the “low-volatility” anomaly, researchers have shown that measures of prior stock price variability relate to future performance but not necessarily in the way theory suggests.

Journal Article

Measuring Global Systemic Risk: What Are Markets Saying About Risk?

Systemic market events arise with increasing frequency in our complex, adaptive and highly interconnected markets.

Journal Article

Taming Global Village Risk

Asset price bubbles have been part of modern capital markets since those markets first evolved some 300 years ago.

Journal Article

Taming Global Village Risk II: Understanding and Mitigating Bubbles

Asset bubbles and their subsequent bursts are nothing new.

Journal Article

Using Investment Consumption Value to Select Asset Classes

For investors, selecting the appropriate asset classes to be included in a portfolio is arguably the most important task, but the traditional analytical frameworks use only historical mean- variance analysis to identify asset classes and fail to look into the future.