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Perspective

Banter Is Coming

We have a lot of great topics and special guests coming up on season two of The Curious Investor.

Book

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.

Book

Scorecasting: The Hidden Influences Behind How Sports Are Played and Games Are Won

Tobias Moskowitz teams up with Sports Illustrated writer L. Jon Wertheim, to overturn some of the most cherished truisms of sports. They reveal the hidden forces that shape how basketball, baseball, football, and hockey games are played, won and lost.

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.

Perspective

Perhaps the Most Important Essay I Will Ever Co-Author

We model when a hockey coach should pull the goalie when trailing and then discuss how our results relate to key lessons for portfolio and risk management, and business in general.

Working Paper

Rationality and Risk Intelligence in Binary Betting

We seek to answer two questions about people who bet on financial-market outcomes: Do they have skill? Do they have risk intelligence? We analyzed a data set of 1.6 million bets to find out.

Working Paper

The Returns to Entrepreneurial Investment: A Private Equity Premium Puzzle?

Entrepreneurs tend to concentrate investments in private equity. However, research shows that private equity returns are generally no higher than the market return on all publicly traded equity. We delve into explanations for this here.

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

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

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

Journal Article

The Interdependent and Intertemporal Nature of Financial Decisions

Typically, corporate investment, distribution and financing polices are examined in isolation using a static single-equation methodology.