August 20, 2019
Risk is part of any endeavor, whether you’re managing money or robots on Mars. Steve Squyres, the Scientific Principal Investigator of the Mars Exploration Rover Project, and AQR’s Lars Nielsen offer two unique perspectives on managing risk.
Read moreAugust 21, 2019
Are risk parity strategies hiding an implicit short volatility? To find out, we simulated stylized versions of three asset-class (equity, fixed income, and commodities) risk parity and short volatility strategies, and we compared the trading behavior and returns of each.
Read moreJuly 2, 2019
We examine four prominent factor premia – value, momentum, carry, and defensive – over a century from six asset classes. The results offer support for time-varying risk premia models with important implications for theory seeking to explain the sources of factor returns.
Read moreOur Approach
Cliff's Perspectives
August 13, 2019
When something as important as the U.S. bond yield hits historical extremes, it’s worth at least a discussion. Cliff examines the long-term relationships between real bond yields, real T-bill yields, the slope of the yield curve, and economic conditions.
Read moreOur History
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