Showing 1 - 10 of 231 results for 'Equities'

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Journal Article

Why Not 100% Equities

In a 1994 article “College and University Endowment Funds: Why Not 100% Equities?” Richard H.

Perspective

2016 Beyond Equities: Still Boring

Cliff Asness unpacks an array of comments on his earlier post, “2016 Was Not a Particularly Volatile Year,” including reviewing volatility of a variety of asset classes during 2016.

White Paper

Tax-Aware Management of Global Equities

This is an overview of AQR’s tax-aware research, which has resulted in an enhancement to the efficiency of AQR’s existing long-only global equity strategy. Maximizing pre-tax returns over an investment cycle still remains our main objective.

Journal Article

Sell-Side School Ties

In the equities market, security analysts are among the most important agents in revealing information to investors.

White Paper

Changing Spaces Emerging Markets Investing

Over the past decade, emerging-market equities have become a meaningful portion of global equity markets. We provide some key insights to help investors evaluate their exposure.

Journal Article

Home Bias at Home: Local Equity Preference in Domestic Portfolios

The strong preference for domestic equities exhibited by investors in international markets, despite the well-documented gains from international diversification, remains an important yet unresolved empirical puzzle in financial economics. Though such behavior appears to be grossly inefficient from a diversification standpoint, academics have offered a variety of explanations for this phenomenon. Home bias explanations can be assigned to two groups: those that rely on national/governmental frictions and those that rely on frictions associated with distance.

Journal Article

Embracing Downside Risk

This paper shows that downside risk tends to be the main source of long-run returns in equities and other asset classes, and argues that long-term investors may be better off embracing downside risk in certain cases.

Journal Article

Does Active Management Pay? New International Evidence

One of the most important decisions for an equity investor is whether to manage investments actively or passively.

White Paper

A New Core Equity Paradigm

Combining successful investing styles to magnify their effects represents a new paradigm in active equity-portfolio management. Core Equities integrates value, momentum and profitability styles to offer a more persistent, systematic approach.

Journal Article

Triggering the 1987 Stock Market Crash

On Wednesday, October 14, 1987, the U.S. stock market began the most extreme one-week decline in its history, culminating in the crash on Monday, October 19, when the Dow Jones Industrial Average fell 508 points (22.6%).