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Trade Publication

Risk Parity: A Supplement to Traditional Portfolios, Not Their Replacement

January 1, 2012 - Antti Ilmanen Christopher Palazzolo Michael A. Mendelson

It is often said that long-term investors can rely on equity returns since they can withstand short-term periods of underperformance and still survive to realize the benefits in the long-term.

Journal Article

The Death of Diversification Has Been Greatly Exaggerated

January 1, 2012 - Antti Ilmanen Jared Kizer

Asset-class correlations generally tend to rise during crises.

Journal Article

Asset Allocation and Bad Habits

September 17, 2014 - Andrew Ang Amit Goyal Antti Ilmanen

This article documents the “bad habits” of investors in asset allocation practices.

Journal Article

Contrarian Factor Timing is Deceptively Difficult

March 7, 2017 - Cliff Asness Swati Chandra Antti Ilmanen Ronen Israel

The increasing popularity of factor investing has led to valuation concerns among some contrarian-minded investors and fears of imminent mean-reversion and underperformance.

Journal Article

Defined Contribution Retirement Plans Should Look and Feel More Like Defined Benefit Plans

January 15, 2017 - Antti Ilmanen David G. Kabiller Laurence Siegel Rodney N. Sullivan

Defined contribution (DC) plans have, to this point, delivered uneven and sometimes inadequate results.

Journal Article

Balancing on the Life Cycle: Target Date Funds Need Better Diversification

July 1, 2016 - Jusvin Dhillon Antti Ilmanen John M. Liew

Traditional life-cycle strategies have some serious shortcomings.

Journal Article

U.S. Corporate DB Pension Plans — Today’s Challenges

January 8, 2016 - Martin Leibowitz Antti Ilmanen

This article, coauthored by asset-liability-management pioneer Marty Leibowitz of Morgan Stanley and Antti Ilmanen of AQR Capital Management, analyses the many challenges U.S.

Journal Article

Smart Investing in an Environment of Low Expected Returns

February 8, 2017 - Antti Ilmanen

In July 2016, Antti Ilmanen spoke with members of the Journal of Investment Consulting Editorial Advisory Board .

Journal Article

Dynamics of the Shape of the Yield Curve

September 1, 1997 - Antti Ilmanen Ray Iwanowski

In this article, we examine two broad questions about yield-curve behavior: How to interpret the steepness and curvature of the curve on a given day? And how does the yield curve evolve over time? Yield curve shape reflects the market’s rate expectations, required bond risk premiums, and convexity bias.

Journal Article

Euro Swap Spreads

September 1, 2004 - Antti Ilmanen

The Euro swaps market is among the largest financial markets in the world.