Showing 1 - 10 of 211 results for 'Behavioral Finance'

White Paper

Explanations for the Momentum Premium

The momentum premium is well-established in the historical data, but there is little consensus for why it exists. We examine two popular theories, risk and behavioral, for momentum and find both are plausible explanations for the premium to persist

Alternative Thinking

Strategic Risk Allocation

We believe investors should broadly diversify and risk balance as a starting point to asset allocation, but perhaps then mildly overweight assets with high Sharpe ratios or good diversification benefits if they can identify these.


Andrea Frazzini Speaks at Yale Conference on Finance

AQR Principal Andrea Frazzini was among four notable panelists to discuss behavioral finance at a conference in honor of Nobel Laureate Robert J.

Alternative Thinking

Strategic Portfolio Construction

When it comes to portfolio construction, many investors seek guidance on “putting it all together.” We discuss our systematic approach and examine how investor-specific beliefs and constraints can inform and interact with formal optimization methods.

Journal Article

Fact, Fiction and Value Investing

Value investing has been a part of the investment lexicon for at least the better part of a century, yet confusion about it remains.


Optimization Methods in Finance

Modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice.

Journal Article

What Makes Stock Prices Move? Fundamentals vs. Investor Recognition

Behavioral finance research documents that investors are more likely to hold “attention grabbing” stocks —those of firms that currently have popular products and services, such as Apple and Pandora.

Journal Article

The Future of Life-Cycle Saving and Investing

Life-cycle finance is the branch of finance that affects everyone.


AQR Consultant Tobias Moskowitz Addresses American Finance Association

Tobias Moskowitz, an AQR consultant and the Fama Family Professor of Finance at the University of Chicago, made two presentations on January 9 at the American Finance Association’s annual meeting.