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White Paper
(Car)Bon Voyage: The Road to Low Carbon Investment Portfolios
December 21, 2020
We discuss how an investment portfolio could dramatically reduce its carbon footprint, potentially even achieving a ‘net zero’ carbon footprint. We discuss the pros and cons of techniques to achieve carbon reduction goals, including security selection, shorting high carbon footprint companies, and trading instruments such as carbon offsets and carbon permits.
Journal Article
Clearing the Air: Responsible Investment
May 8, 2019
What is ESG? AQR and the UN PRI collaborated to propose a framework of the approaches and terms necessary to have an informed discussion and investment policy on responsible investment, grounded in both responsible asset selection and responsible ownership.
White Paper
Eurozone Inflation Update: Will ECB Actions Match Its Rhetoric?
April 1, 2011
As inflation concerns take center stage in Europe, we elaborate on the challenges facing the European Central Bank and discuss potential implications for institutional investors.
White Paper
New QE Not Just Another QE
November 1, 2010
We examine the Fed’s stance on quantitative easing and inflation during periods of both market turmoil (including the fall of 2008) and relative calm, as well as the motivation behind key decisions that were made.
White Paper
Inflation in 2010 and Beyond — Part II
July 1, 2010
"In this paper, our analysis reveals that traditional institutional portfolios with risk characteristics similar to a 60/40 stocks/bonds allocation may not be well-positioned for unexpected inflation. "
White Paper
Inflation in 2010 and Beyond — Part I
March 1, 2010
How to hedge against inflation? Here, we outline key issues surrounding the inflation debate, and clarify some misconceptions. We also offer analysis to help investors decide how to position a portfolio for various inflationary environments.
White Paper
The Limits of Convertible Bond Arbitrage
September 1, 2009
Convertible bond arbitrage suffered abysmally after the collapse of Lehman Brothers in 2008. This case study looks at how these strategies can break down in times of crisis, and the opportunities they offer in the aftermath.
White Paper
The Convertible Bond Market Dislocation of 2008
June 30, 2009
The convertible bond market dislocation of 2008 provided investors an unprecedented investment opportunity. We apply insights from this time to discuss how investors might benefit from this opportunity.