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Perspective
It Ain't What You Don't Know That Gets You Into Trouble
June 20, 2018
My colleagues have written two papers questioning things we thought we knew. The first questions what we really know about current stock market valuations forecasting long-horizon future returns and the second explores whether or not the size effect really exists.
Perspective
AQR Insight Award 2018
June 28, 2018
Cliff discusses the winners of the 2018 AQR Insight Award.
Perspective
Going Deep on Contrarian Factor Timing
December 4, 2017
We studied all the interesting things that happen when some stocks, or other assets, get deeply cheap while others get deeply expensive, and learn more about value investing and how timing works when increasing breadth of comparisons.
Perspective
Sin a Little
November 11, 2015
We apply value and momentum investing—which we believe to be the strongest empirical regularities in finance—to the age-old task of market timing, long been regarded by many as an investing sin. We find that investors may benefit from a modest amount of marketing timing.
Chief Investment Quarterly
You Can’t Hedge, but You Can Diversify
May 8, 2019
Investors may benefit from adding diversifiers to their portfolios, but diversifiers aren’t hedges. Hedges serve a different purpose…unless they’re from Texas.
Chief Investment Quarterly
Who Knew Annuities Could Be So Exciting?!
May 8, 2019
The debate over annuities in Defined Contribution (DC) plans is so boring that it’s a bipartisan issue. But, their impact on retiree consumption is actually pretty exciting.
Chief Investment Quarterly
Buffett's One Choice Buffet
June 7, 2019
We challenge an assertion in Warren Buffett's latest annual letter and emphasize the need for diversification for pensions and endowments.
Alternative Thinking
Challenges of Incorporating Tactical Views
4Q 2014
Tactical timing is inherently more difficult than it seems. We explore which types of tactical views may be worth taking.
Alternative Thinking
Bad Habits and Good Practices
3Q 2014
Good investing requires good investments and good investors. We discuss the latter and address bad habits that can affect long-term performance.
Alternative Thinking
Strategic Risk Allocation
2Q 2014
We believe investors should broadly diversify and risk balance as a starting point to asset allocation, but perhaps then mildly overweight assets with high Sharpe ratios or good diversification benefits if they can identify these.