- Filter By
-
Topic (${ Topics.length })
-
-
Type (${ ContentTypes.length })
-
Contributor (${ Contributors.length })
- Relevance
- Newest
- Oldest
Alternative Thinking
Strategic Risk Allocation
2Q 2014
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.
Alternative Thinking
Strategic Portfolio Construction
2Q 2015
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.
White Paper
Risk Without Reward: The Case for Strategic FX Hedging
September 18, 2015
In the wake of losses associated with the sharp rise in the U.S. dollar between 2014 and 2015, we look at the long-term case for strategic currency hedging.
White Paper
Portfolio Rebalancing, Part 1: Strategic Asset Allocation
December 18, 2015
We discuss the main considerations when designing a rebalancing process, and use a simple empirical analysis to demonstrate the drivers of relative performance over four decades.
AQR and iCapital® Partner to Provide Canadian Investors Access to AQR’s Liquid, Diversifying Alternative Strategies
January 30, 2024
AQR and iCapital, the global fintech platform driving access to alternative investments for the wealth management industry, today announced a strategic partnership enabling qualified accredited Canadian investors to access AQR’s liquid, diversifying alternative strategies.
Alternative Thinking
2022 Capital Market Assumptions for Major Asset Classes
Q1 2022
We update our estimates of medium-term (5- to 10-year) expected returns for major asset classes. We also include an analysis that attempts to reconcile ever-lower expected returns with ever-higher realized returns and suggests practical strategic steps to boost portfolio expected returns.
Alternative Thinking
Was That Intentional? Ways to Improve Your Active Risk
September 28, 2020
Investors try to outperform their strategic asset allocation benchmarks by taking active risks. Some of these are intentional, but others are low-conviction or even unintentional, which can be a large part of a portfolio’s total active risk. When it comes to beating a strategic asset allocation benchmark, reducing these unintentional active risks may among the clearest sources of “low hanging fruit”.
Alternative Thinking
Ideas for a Low-Expected-Return World
1Q 2012
There are different ways to achieve ambitious real return targets, but we think risk-balanced diversification across well-chosen return sources is the most reliable, strategic approach.
Alternative Thinking
Challenges of Incorporating Tactical Views
4Q 2014
Tactical timing is inherently more difficult than it seems. We explore which types of tactical views may be worth taking.
AQR and iCapital® Partner to Provide Canadian Investors Access to AQR’s Liquid, Diversifying Alternative Strategies
January 30, 2024
AQR and iCapital, the global fintech platform driving access to alternative investments for the wealth management industry, today announced a strategic partnership enabling qualified accredited Canadian investors to access AQR’s liquid, diversifying alternative strategies.