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Journal Article

Bad Habits and Good Practices

August 5, 2015 - Amit Goyal Antti Ilmanen David G. Kabiller

This article focuses on the habits that may hinder long-term investment performance: multiyear return chasing, under-diversification and comfort seeking.

Journal Article

Smart Investing in an Environment of Low Expected Returns

February 8, 2017 - Antti Ilmanen

In July 2016, Antti Ilmanen spoke with members of the Journal of Investment Consulting Editorial Advisory Board .

Journal Article

Expected Returns on Stocks and Bonds

December 1, 2003 - Antti Ilmanen

The equity-bond risk premium — the long-run expected return advantage of stocks over government bonds — is one of the biggest questions in financial markets.

Chief Investment Quarterly

Late Cycle Syndrome

September 18, 2019 - Jonathan Fader Zachary T. Mees

The concern that the economy is nearing the end of its expansion phase has important implications for investors. We take a look at the data on “late cycle” indicators to see what they really tell us.

Journal Article

Why Not 100% Equities

December 1, 1996 - Cliff Asness

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

Alternative Thinking

Ideas for a Low-Expected-Return World

1Q 2012 - AQR Capital Management

There are different ways to achieve ambitious real return targets, but we think risk-balanced diversification across well-chosen return sources is the most reliable, strategic approach.

Alternative Thinking

Good Strategies for Tough Times

3Q 2015 - AQR Capital Management

Following recent losses across global equities and concern about downside risk, we take a look at the performance of different investments during the worst quarters in recent decades for stock and bond markets.

Alternative Thinking

Estimating Long Term Expected Returns

2Q 2013 - AQR Capital Management

Diversification is underutilized in most institutional portfolios but may improve risk-adjusted returns, active returns and total returns more reliably than concentrated positions.

Alternative Thinking

Challenges of Incorporating Tactical Views

4Q 2014 - AQR Capital Management

Tactical timing is inherently more difficult than it seems. We explore which types of tactical views may be worth taking.

Alternative Thinking

2014 Capital Market Assumptions for Major Asset Classes

1Q 2014 - AQR Capital Management

We present our capital market assumptions for major asset classes and explore justifiable frameworks for estimating multi-year expected returns.