Collections

Value Investing

Value investing – buying securities that appear cheap relative to fundamentals – has a long history in financial markets. Explore our library of research on this famed topic.

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Macroeconomic Investing

Rapid economic growth accompanied by large increases in prices for many goods and services has led to unusually high level of uncertainty around inflation. This may prompt investors to question how different inflationary outcomes can impact their portfolio and what they can do to reduce their portfolio's sensitivity. To address investors' questions, we have rounded up some of our best thinking on the topic.

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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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Trend Following

Trend following strategies have a track record of delivering strong long-term returns and diversifying performance during downturns for traditional assets – when investors may need it the most. Explore our research explaining how trend following could be incorporated into a portfolio and demonstrating its ability to generate strong performance across time and asset classes.

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Cliff's Perspectives

Factor/Style Investing  

Still Crazy After All This YTD

Over these additional three months, value’s returns, as we measure them, have continued apace. Since February, the value spread has fallen slightly, though it remains near its tech bubble peak, at around a 95th percentile. Reminder — a massive valuation dislocation says very little about the timing of when it falls back to earth. But it’s nice to see it start and still leave the spread incredibly high.

Cliff Asness, AQR

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Alternative Investing  

Everything and More

ESG Investing  

Shorting Counts

Alternative Investing  

The Illiquidity Discount?

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All Insights

Quick Clips: Trend Following: Why Now? A Macro Perspective

Trend Following

Trend-Following: Why Now? A Macro Perspective

ESG Investing

Is Capital Structure Irrelevant with ESG Investors?

Portfolio Construction

Quick Clips: New Rules of Diversification

Machine Learning

Machine Learning and the Implementable Efficient Frontier

Portfolio Construction

New Rules of Diversification

Factor/Style Investing

Value Spreads Are Back to Tech Bubble Highs: Is Everyone Out There Cray-Cray?

ESG Investing

ESG Ratings: A Compass without Direction

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