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Podcast

Silly Things Investors Do

An all-star lineup, including Nobel Prize winner Richard Thaler, joins The Curious Investor hosts to explain some of the most common biases that creep into our investment decisions.

Alternative Thinking

Bad Habits and Good Practices

Good investing requires good investments and good investors. We discuss the latter and address bad habits that can affect long-term performance.

White Paper

The Case for Momentum Investing

Although a powerful investment style, momentum was largely unavailable to many investors. The introduction of the AQR Momentum Indices has been a pivotal development in momentum’s acceptance as an investment strategy.

Journal Article

A Data Science Solution to the Multiple-Testing Crisis in Financial Research

In this paper, we present a real example of how multiple testing information can be reported. We use that information to estimate the Deflated Sharpe Ratio of an investment strategy.

Journal Article

Asset Allocation and Bad Habits

This article documents the “bad habits” of investors in asset allocation practices.

Journal Article

Sell-Side School Ties

In the equities market, security analysts are among the most important agents in revealing information to investors.

Journal Article

The Pitfalls of Leveraged and Inverse ETFs

As market volatility reaches historic highs, investors have responded in various ways, including investing in funds that aim to deliver returns that are either a positive or inverse multiple of a stated index.

Journal Article

When Everyone Runs for the Exit

The severe consequences for the global economy brought about by the 2008 liquidity crisis highlight the importance of liquidity risk.