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Macro Wrap-Up

Macro Wrap Up: What Is LOIS Telling Us?

The three-month LIBOR/OIS spread has widened in the past month. What does it mean for banks?

Macro Wrap-Up

Macro Wrap-Up: Tariff Q&A

Answers to the biggest questions around the recently announced tariffs on steel and aluminum.

Journal Article

Style Investing in Fixed Income

A disciplined, systematic approach to over/underweight securities based on well-known factors, or styles, such as value, momentum, carry and defensive, can offer alternative sources of outperformance not only within equities, but also within fixed income markets.

White Paper

Understanding Alternative Risk Premia

With its many potential benefits, including generally low-to-no correlation to a traditional 60/40 or hedge fund portfolio, we believe an ARP strategy may serve as a core alternative solution in investors’ portfolios.

Macro Wrap-Up

Macro Wrap-Up: It's All Politics These Days

Even when facing some pretty menacing events, markets are able to shrug and move on.

Working Paper

(Il)liquidity premium in credit markets: A myth?

Do investors demand a risk premium for holding less liquid corporate bonds? We investigate the evidence.

Journal Article

An Alternative Option to Portfolio Rebalancing

We explore how investors can use an implementable option selling overlay to improve portfolio rebalancing.


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.

AQR Insight Award

About the award

The AQR Insight Award, sponsored by AQR Capital Management and now in its sixth year, recognizes important, unpublished papers that provide the most significant, new practical insights for tax-exempt institutional or taxable investor portfolios. Up to three papers share a $100,000 prize. Every year, we receive submissions from top academics from around the world. After a rigorous review process, we select the five best and invite the authors to present their new research at AQR. Here’s a look at the 2017 AQR Insight Award presentations.