themes

Portfolio Construction

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

More in Portfolio Construction
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?

More in Systematic Investing
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.

More Macro Wrap-Ups

Cliff's Perspectives

Alternative Investing  

Once More, Without Feeling

Cliff discusses why many of the breathless articles and TV headlines we’ve seen lately about the overall U.S. stock market are just not that interesting.

Cliff Asness, AQR

More Perspectives

Alternative Investing  

The George Costanza Portfolio

Alternative Investing  

Liquid Alt Ragnarök?

Asset Allocation  

It Ain't What You Don't Know That Gets You Into Trouble

More Perspectives

data Sets

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

More in Data Sets

Words from the Wise

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

Words from the Wise: An Interview with Richard Thaler

Words From the Wise: An AQR Interview with Ed Thorp

All Insights

Macroeconomics

Blame the Shutdown

Macroeconomics

The First Cut Is the Deepest

Alternative Investing

Our 20th Anniversary Anthology

Alternative Investing

Once More, Without Feeling

Macroeconomics

20 for Twenty: Selected Papers from AQR Capital Management

Fixed Income

The Illusion of Active Fixed Income Alpha

Macroeconomics

Some Quant Holiday Market Cheer

Equities

Forecasting the Distribution of Option Returns

See More Insights

Stay on top of the latest Insights

Subscribe Now