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Webinar

Superstar Investors Webinar Replay Now Available

There has been little empirical analysis to explain the performance of "superstar" investors Warren Buffett, Bill Gross, George Soros and Peter Lynch. In this webinar, we examine their track records from a factor perspective.

Perspective

Please Stop Talking About the VIX So Much

It has become quite commonplace to note that the VIX (the CBOE Volatility Index) is currently very low and to worry about it. But Cliff tends to think there's less to worry about than most.

Podcast

Rise of the Machines

Quantitative, or data-driven, investing has become increasingly ubiquitous—and many of its technologies have become a necessary part of the investment process. In this episode, we explore the past, present and future of quant.

Podcast

Superstar Investors

Warren Buffett. Bill Gross. George Soros. Peter Lynch. We take a deep dive into some of the most famous track records in finance, specifically to ask if the themes we’ve covered in this show can explain some of their success.

Podcast

Fundamental…or Quant?

Our guests debunk some common misconceptions about two approaches to investing: quantitative and fundamental. And they explain how their differences might actually make them complimentary.

Podcast

Face the Factors

Factors are the building blocks of investment returns. We explain what they are, how they work, and how you can use them in your portfolio.

Podcast

Active versus Passive

Vanguard founder Jack Bogle and AQR co-founder Cliff Asness have a lively conversation about one of the most epic battles in investing: Do you stick with the index or do you try to beat it?

Alternative Thinking

It Was the Worst of Times: Diversification During a Century of Drawdowns

We use nearly 100 years of data to evaluate the effectiveness of diversifying investments during the worst of times for most portfolios and find that attempting to tactically avoid equity sell-offs is likely to disappoint.

Alternative Thinking

2015 Capital Market Assumptions for Major Asset Classes

We update our expected returns and review our framework for constructing estimates of long-term expected returns for major asset classes, among other things.

Alternative Thinking

Estimating Long Term Expected Returns

Diversification is underutilized in most institutional portfolios but may improve risk-adjusted returns, active returns and total returns more reliably than concentrated positions.