themes

Portfolio Construction

Diversification. Craftsmanship. What goes into building an effective portfolio? We’ve rounded up our best thinking on the topic.

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Systematic Investing

Systematic investing requires a rigorous, clear and consistent process for making investment decisions. Here, we delve into how this approach works in practice—and more importantly, why?

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Macro Wrap-Up

The AQR Macro Wrap-Up is a weekly summary distributed to clients focusing on macroeconomic themes. This piece looks at current events and how they affect market movements and reactions.

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Cliff's Perspectives

Behavioral Finance

Perhaps the Most Important Essay I Will Ever Co-Author

We model when a hockey coach should pull the goalie when trailing and then discuss how our results relate to key lessons for portfolio and risk management, and business in general.

Cliff Asness, AQR

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Market Risk and Efficiency

Wild, But Not Crazy

Risk Parity

Risk Parity Derangement Syndrome¹

Trading

High-Frequency Derangement Syndrome

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data Sets

Simulated returns from published articles (or working papers) by researches associated with AQR, and returns from the AQR Momentum Indexes.

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Words From the wise

In-depth interviews with some of the best-known and most-successful professional investors.

Words From the Wise: Harry Markowitz on Portfolio Theory and Practice

Words From the Wise: Roger Urwin on Addressing the Investment Challenge

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