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Podcast
Silly Things Investors Do
August 1, 2018
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
3Q 2014
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
February 1, 2019
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
September 17, 2014
This article documents the “bad habits” of investors in asset allocation practices.
Journal Article
Sell-Side School Ties
August 1, 2010
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
May 1, 2009
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
January 1, 2009
The severe consequences for the global economy brought about by the 2008 liquidity crisis highlight the importance of liquidity risk.