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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.

Book

Optimization Methods in Finance

Modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice.

Interview

Words From the Wise: Martin Leibowitz Interview

A question-and-answer session with the first bond quant on Wall Street, Martin (Marty) Leibowitz of Morgan Stanley.

Interview

Words From the Wise: Harry Markowitz on Portfolio Theory and Practice

A question-and-answer session with Harry M.

Interview

Words From the Wise: Robert Engle on Portfolio Management

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.

Interview

Fiduciary Considerations for Adding Liquid Alternative Investment Strategies to DC Plans and Target-Date Funds

Attorneys Amy Pocino Kelly and Julie Stape discuss fiduciary due diligence considerations for defined contribution (DC) plans.

Interview

Words From the Wise: Roger Urwin on Addressing the Investment Challenge

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.

Interview

Words From the Wise: Charley Ellis on Challenges Facing Investors

Charles D. Ellis, founder of Greenwich Associates and author of Winning the Loser’s Game and other books on investing, participates in a Q&A with Antti Ilmanen and Rodney N. Sullivan of AQR, discussing a range of contemporary investment challenges.

Perspective

Caveat Investor?

We delve into the ins and outs of the Department of Labor’s Fiduciary Rule which extends a fiduciary duty to a broad set of investment advisors who provide recommendations to certain retirement plans.

Perspective

Cliff's Perspective

AQR has launched Cliff’s Perspective—a running commentary written by Managing and Founding Principal Cliff Asness that will provide insight on investment topics and possibly spearhead further research.