Showing 1 - 10 of 220 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.

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

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.

Systematic Equities: Introduction

In this quick video primer, we cover the basics of how a disciplined, repeatable approach can potentially harvest returns from stock markets.

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.

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.