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Perspective

Our Hat into the Podcasting Ring

Cliff discusses the launch of the AQR podcast, The Curious Investor.

Perspective

Efficient Frontier “Theory” for the Long Run

Financial theory has taken a lot of abuse recently, specifically some of the basic tenets of modern portfolio theory. We think it's better to step back and judge ideas over the long-term and we show why.

Perspective

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

My colleagues have written two papers questioning things we thought we knew. The first questions what we really know about current stock market valuations forecasting long-horizon future returns and the second explores whether or not the size effect really exists.

Perspective

AQR Insight Award 2018

Cliff discusses the winners of the 2018 AQR Insight Award.

Alternative Thinking

Why Do Most Investors Choose Concentration Over Leverage?

Return-seeking investors must take risks—the question is which to take and to understand the tradeoffs involved. Most investors choose concentration risk, but we present arguments for a different approach.

Alternative Thinking

Tail-Hedging Strategies

Tail hedges are one way to potentially limit losses in adverse markets—but at a substantial cost. We discuss alternative approaches, such as trend-following strategies, which are more cost-effective and may offer portfolio protection in market downdrafts

Journal Article

The Norway Model

By 2011, Norway’s Government Pension Fund Global (GPFG) was ranked the largest investor in the world.

Journal Article

The Past and Future of Quantitative Asset Management

The defining element in quant management is diversification.

Chief Investment Quarterly

Buffett's One Choice Buffet

We challenge an assertion in Warren Buffett's latest annual letter and emphasize the need for diversification for pensions and endowments.

Journal Article

Why Not 100% Equities

In a 1994 article “College and University Endowment Funds: Why Not 100% Equities?” Richard H.