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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
Style Investing and Tax Efficiency: Building a More Tax Efficient Global Equity Portfolio for Australian Investors
May 1, 2018
We evaluate the performance of long-only style-based equity strategies after accounting for taxes. We and find that style investing can be efficiently implemented in a tax-aware manner for Australian investors.
Journal Article
Assessing Risk through Environmental, Social and Governance Exposures
February 24, 2017
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
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
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.