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Alternative Thinking
The Role of Alternative Beta Premia
3Q 2012
Alternative beta premia—dynamic long-short strategies—offer effective diversified sources of return. To us, the most useful classifications are hedge fund strategy premia and style premia, two complementary approaches
Book
Consistency of Carry Strategies in Europe
September 1, 2003
In this chapter, we focus on strategies in the European bond market that shift money from government bonds to higher-yielding credits. While most carry strategies seem to add value in the long run, some strategies appear more risky than others.
Book
AQR's DELTA Strategy
October 1, 2011
In late 2007, AQR focused its years of research on capturing the classical hedge fund strategies in a systematic way by "creating our own product that would seek to deliver these strategies in a risk-balanced and efficiently implemented way.
Book
Challenges and Innovation in Hedge Fund Management
August 2, 2004
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.
Journal Article
Do Hedge Funds Add Value?
January 1, 2002
If an investor can find an asset that is uncorrelated with his or her portfolio and has a positive expected return, that asset may be very valuable at improving the risk-adjusted return of the entire portfolio.
Journal Article
Do Hedge Funds Hedge?
September 1, 2001
Intentionally or unintentionally, hedge funds appear to price their securities at a lag, we found in a cursory examination of monthly returns from 1994-2000.
Journal Article
Sources of Change and Risk for Hedge Funds
February 1, 2004
Hedge funds are becoming much more institutionalized.
Journal Article
The Future Role of Hedge Funds
January 1, 2006
Hedge funds represent the future of active management, and that future will consist of two complementary elements.
Journal Article
An Alternative Future: Part I
January 1, 2004
Depending on whom you ask, hedge funds are either the wave of the future or a dangerous fad that has been grossly overcapitalized, and all will end in ruin.