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Perspective

Introducing the AQR Data Library

For years, we've admired and been thankful for those who have publically shared their databases. We are now doing the same to allow others to expand on our research. If flaws are found, it’s for the betterment of us all.

Perspective

Putting Parity Performance Into Perspective

Cliff discusses the blame placed on risk parity for having caused the market’s August sell-off. Critics made a silly choice to go all tin-foil-hat instead of just doing what people usually do—attack recent performance.

Perspective

Introducing “Words From the Wise” Interview Series

AQR's “Words From the Wise” interview series shares research and insights from industry leaders, giving us all the opportunity to become better investors.

Perspective

Risk Parity: The Dog That Did Not Bite

Commentators are blaming risk parity as a driving force behind August's equity market volatility. We think this is short-term silliness, and explain why we believe risk parity isn't the cause.

Perspective

Risk Parity Is Even Better Than We Thought

It’s not all or nothing when it comes to risk parity. Investors typically think they should be all 60/40 or all risk parity, but we think there's merit in adding risk parity to an existing 60/40 portfolio.

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.

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

Little Things Mean a Lot

Cliff discusses the fees of factor investing, as well as many of the smaller decisions that each can matter some, and collectively can matter a lot

Perspective

Yes, Lever, but With Care

Conventional wisdom holds that sensible investors avoid leverage. Cliff Asness argues that, if prudently employed, portfolio leverage can be beneficial in modest doses, with proper concern for its dangers.

Webinar

Superstar Investors Webinar Replay Now Available

There has been little empirical analysis to explain the performance of "superstar" investors Warren Buffett, Bill Gross, George Soros and Peter Lynch. In this webinar, we examine their track records from a factor perspective.