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

Alternative Investing  

Introducing the New AQR S.M.O.O.T.H. Fund

Cliff offers some insights into the world of smoothed returns with a healthy dose of satire.

Cliff Asness, AQR

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Alternative Investing  

Once More, Without Feeling

Alternative Investing  

The George Costanza Portfolio

Alternative Investing  

Liquid Alt Ragnarök?

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data Sets

Simulated returns from published articles (or working papers) by researchers 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: An Interview with Richard Thaler

Words From the Wise: An AQR Interview with Ed Thorp

All Insights

Macroeconomics

What They Say, Not What They Do

Macroeconomics

Let’s Get Fiscal

Macroeconomics

The Fed’s Second Dovish Plot Twist

Alternative Investing

Introducing the New AQR S.M.O.O.T.H. Fund

Macroeconomics

Does Anyone Remember the Carry Trade?

Macroeconomics

Jobs Are Good

Alternative Investing

Looking for the Intuition Underlying Multi-Factor Stock Selection

Asset Allocation

2019 Capital Market Assumptions for Major Asset Classes

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