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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.


Challenges and Innovation in Hedge Fund Management

The increasing institutionalization of hedge funds brings with it many challenges. AQR's Cliff Asness provides an assessment of key issues that arise as a consequence, focusing on the areas of benchmarking, transparency, fees, and risk management.


Benjamin Graham: Building a Profession

Benjamin Graham is widely known as the father of value investing and mentor to legendary investor Warren Buffett. This collection of Graham's writings and expert interviews offers valuable perspectives on investing and financial markets.


Bold Thinking on Investment Management

In this anthology, which provides the collective wisdom of some of the best minds in the investment industry, AQR co-founder Cliff Asness recounts what investors learned from the great stock market bubble that popped early in the new millennium.

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

We discuss the origins, structure and ideas behind both DB and DC plans and show how outcomes for investors using DC plans can be improved in future decades.


Words From the Wise: Harry Markowitz on Portfolio Theory and Practice

A question-and-answer session with Harry M.


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: 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 DB Plans Glossary

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


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.