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Perspective

Our Hat into the Podcasting Ring

August 8, 2018 - Cliff Asness

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

Perspective

Efficient Frontier “Theory” for the Long Run

December 10, 2014 - Cliff Asness

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

June 20, 2018 - Cliff Asness

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

June 28, 2018 - Cliff Asness

Cliff discusses the winners of the 2018 AQR Insight Award.

Alternative Thinking

Why Do Most Investors Choose Concentration Over Leverage?

2Q 2012 - AQR Capital Management

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

4Q 2012 - AQR Capital Management

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