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Journal Article

Taming Global Village Risk

Asset price bubbles have been part of modern capital markets since those markets first evolved some 300 years ago.

Journal Article

Taming Global Village Risk II: Understanding and Mitigating Bubbles

Asset bubbles and their subsequent bursts are nothing new.

Journal Article

Using Investment Consumption Value to Select Asset Classes

For investors, selecting the appropriate asset classes to be included in a portfolio is arguably the most important task, but the traditional analytical frameworks use only historical mean- variance analysis to identify asset classes and fail to look into the future.


Global Perspectives on Investment Management: Learning From the Leaders

This book features an array of perspectives from financial industry luminaries to cover topics at the forefront of the global asset management industry, including risk management and ethics.

Journal Article

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

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


Words From the Wise: Roger Urwin on Addressing the Investment Challenge

Roger Urwin, global head of investment content at Willis Towers Watson, discusses in a Q&A how two powerful industry trends— specialization and complexity—will continue to have impact in coming years.


Words From the Wise: Robert Engle on Portfolio Management

This issue of "Words from the Wise" features an interview with Robert Engle, Nobel prize winner and father of risk modeling. Engle discusses his breakthrough research on analyzing economic time series with time-varying volatility.


Words From the Wise: Charley Ellis on Challenges Facing Investors

Charles D. Ellis, founder of Greenwich Associates and author of Winning the Loser’s Game and other books on investing, participates in a Q&A with Antti Ilmanen and Rodney N. Sullivan of AQR, discussing a range of contemporary investment challenges.


Words From the Wise DB Plans Glossary

This appendix provides some terminology and key concepts as background for AQR's discussion with Martin Leibowitz of Morgan Stanley.

Journal Article

Sell-Side Analysts and Gender: A Comparison of Performance, Behavior, and Career Outcomes

Sell-side analysts are prominent figures in the investment arena.