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Working Paper

Deep Value

December 4, 2017 - Cliff Asness John M. Liew Lasse H. Pedersen Ashwin Thapar

We examine the efficacy of a hypothetical deep value strategy—where the valuation spread between cheap and expensive securities is wide relative to its history—across global asset classes and also provide new evidence on competing theories for the value premium.

White Paper

Risk Without Reward: The Case for Strategic FX Hedging

September 18, 2015 - Jacob Boudoukh Michael Katz Matthew P. Richardson Ashwin Thapar

In the wake of losses associated with the sharp rise in the U.S. dollar between 2014 and 2015, we look at the long-term case for strategic currency hedging.

White Paper

Building a Better Deep Value Portfolio: Difficulties Mastered are Opportunities Won

March 24, 2017 - David Kupersmith Adrienne Ross Ashwin Thapar

Opportunistic contrarian investing is appealing to many investors, but challenging to implement. We think deep value is best approached by pairing discretionary expertise with a quantitative framework.