Showing 1 - 6 of 6 results for 'Multi-Style'

Sort By
  • Relevance
  • Newest
  • Oldest

Journal Article

Should Taxable Investors Shun Dividends?

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

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

The increasing popularity of factor investing has led to valuation concerns among some contrarian-minded investors and fears of imminent mean-reversion and underperformance.


AQR Funds Introduces Four More Tax-Managed Mutual Funds

AQR Capital Management today introduced four tax-managed mutual funds that are designed to allow investors to invest in a variety of equity markets.


AQR Renames 14 Mutual Funds to Highlight Investment Styles

Effective today, AQR Capital Management is renaming 14 of its mutual funds.


Our investment philosophy is based on three core principles, built on decades of research and experience.