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  

The George Costanza Portfolio

In a follow-up to Liquid Alt Ragnarök?, Cliff shows the results of an illustrative portfolio that does the opposite of what we’d normally do in the spirit of George Costanza, who in one episode of Seinfeld decided he must, in all things, do the opposite of what he’d normally do.

Cliff Asness, AQR

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Alternative Investing  

Liquid Alt Ragnarök?

Asset Allocation  

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

Alternative Investing  

The Hedgie in Winter

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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

Just Happy It’s Over

Market Risk and Efficiency

A Framework for Identifying Accounting Characteristics for Asset Pricing Models, with an Evaluation of Book-to-Price

Macroeconomics

Yet Another Brexit Q&A

Alternative Investing

Meet the Expert: Roni Israelov

Macroeconomics

There’s Just This One Thing

Alternative Investing

The George Costanza Portfolio

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