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Journal Article
Should Taxable Investors Shun Dividends?
June 13, 2019
We evaluate the tax benefit of dividend avoidance for quantitative multi-style strategies and find that dividend avoidance generally reduces implementation efficiency, thus lowering expected pre-tax returns.
White Paper
Style Investing and Tax Efficiency: Building a More Tax Efficient Global Equity Portfolio for Australian Investors
May 1, 2018
We evaluate the performance of long-only style-based equity strategies after accounting for taxes. We and find that style investing can be efficiently implemented in a tax-aware manner for Australian investors.
Journal Article
Contrarian Factor Timing is Deceptively Difficult
March 7, 2017
The increasing popularity of factor investing has led to valuation concerns among some contrarian-minded investors and fears of imminent mean-reversion and underperformance.
News
AQR Funds Introduces Four More Tax-Managed Mutual Funds
February 10, 2015
AQR Capital Management today introduced four tax-managed mutual funds that are designed to allow investors to invest in a variety of equity markets.
News
AQR Renames 14 Mutual Funds to Highlight Investment Styles
January 28, 2015
Effective today, AQR Capital Management is renaming 14 of its mutual funds.
Strategies
Our investment philosophy is based on three core principles, built on decades of research and experience.