May 15, 2019
We provide new out-of-sample evidence on trend-following investing by studying its performance for 82 securities not previously examined and 16 long-short equity factors.
Read moreMay 8, 2019
What is ESG? AQR and the UN PRI collaborated to propose a framework of the approaches and terms necessary to have an informed discussion and investment policy on responsible investment, grounded in both responsible asset selection and responsible ownership.
Read moreMay 17, 2019
We examine the risk and returns of U.S. corporate bond indices using a set of economically-motivated factors and find that options markets explain a great deal of credit returns.
Read moreOur Approach
Cliff's Perspectives
February 25, 2019
Cliff offers some insights into the world of smoothed returns with a healthy dose of satire.
Read moreOur History
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