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Journal Article

Clearing the Air: Responsible Investment

May 8, 2019 - Jeff Dunn Marisol Hernandez Christopher Palazzolo

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.

Journal Article

Assessing Risk through Environmental, Social and Governance Exposures

February 24, 2017 - Jeff Dunn Shaun Fitzgibbons Lukasz Pomorski

ESG investing may have a role in portfolios that extends beyond ethical considerations, particularly for investors interested in tilting toward safer stocks, and in a way that complements what is captured by traditional statistical risk models.

White Paper

A Framework for Environmental, Social, and Governance Considerations in Portfolio Design

July 1, 2009 - Jeff Dunn

We propose a simple framework to consider the impacts of ESG issues with respect to their role in investment decisions.

White Paper

Tax-Aware Management of Global Equities

August 1, 2008 - Jeff Dunn Simon Wills

This is an overview of AQR’s tax-aware research, which has resulted in an enhancement to the efficiency of AQR’s existing long-only global equity strategy. Maximizing pre-tax returns over an investment cycle still remains our main objective.