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Journal Article
Why Not 100% Equities
December 1, 1996
In a 1994 article “College and University Endowment Funds: Why Not 100% Equities?” Richard H. Thaler and J. Peter Williamson presented strong evidence documenting the historical superiority of investing in 100% equities compared with 60% equities and 40% bonds. This article focuses on whether 100% equities is the best way to gain more exposure to risk. The answer, generally, is that it is not, because a portfolio of 100% equities ignores the benefits of diversification.
Quick Takes
Emerging Equities
April 10, 2023
Hear our quick take on emerging equities, where we’ll cover why – and why now – investors should consider re-visiting their allocations to this asset class.
Perspective
Why Not 100% Equities
February 12, 2024
Recently, a new paper has been making a big splash in our small pond of academic/quant investing. By “new,” I just mean “recently written,” as much of it ain’t new. In this piece, I offer a concise (relative to my norm) rebuttal, as this is well-trod ground.
White Paper
Re-Emerging Equities
March 28, 2023
The expected premium for investing in emerging versus developed equity markets is on the upper end of its past 25-year range. At the same time, many of the risks historically associated with emerging markets have secularly declined. We believe there is a strong case for investors to “re-up” their emerging allocations.
Systematic Equities: Further Reading
From white papers to data sets, we’ve compiled our most relevant advanced thinking on systematic equities.
Systematic Equities: A Closer Look
We delve deeper into some of the major factors in equities and how to best apply them in a portfolio.
White Paper
Tax-Aware Management of Global Equities
August 1, 2008
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.
Systematic Equities: Introduction
In this quick video primer, we cover the basics of how a disciplined, repeatable approach can harvest excess returns from stock markets.
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.
Perspective
2016 Beyond Equities: Still Boring
January 10, 2017
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.