October 11, 2019
Despite its unavoidable deficiency caused by current regulations, we believe that lot layering aligns tax and economics more closely than any of the “aggregation” methods presently used by most hedge funds.
Read moreSeptember 18, 2019
Today’s lower return targets for pension plans are actually harder to reach. Here’s why.
Read moreOctober 1, 2019
How do we learn from situations where other forces are at play? Former professional poker player Annie Duke looks at decisions when outcomes are beyond our control, and AQR’s Toby Moskowitz delves into who is on the other side in factor investing.
Read moreOur Approach
Cliff's Perspectives
November 7, 2019
Cliff discusses how to measure whether a factor, in this case the value factor, is itself rich or cheap versus history. The answer, regardless of the approach taken in measuring cheapness, is that value is currently quite cheap compared to history.
Read moreOur History
Strategies
AQR is at the nexus of economics, behavioral finance, data, and technology. Our evolution has been a continuous exploration of what drives markets and how it can be applied to client portfolios.
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