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White Paper
Tactical Tilts and Foregone Diversification
April 2, 2014
Investors tend to forget that tactical timing may incur a penalty: forgone diversification. We discuss that hurdle here, as well as the situations in which we would consider employing tactical timing.
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.
News
Antti Ilmanen Speaks at Cambridge University Financial History Workshop
July 24, 2015
AQR Principal Antti Ilmanen was among a small group of academicians invited to speak at a two-day financial history workshop at Cambridge University on July 23 and 24. In his talk, Ilmanen made a case for time-varying expected returns on asset classes and explained why it is very difficult to take advantage of tactical predictability.
Trade Publication
Taking Control of Your Risk Allocation
June 3, 2015
Investors who choose risk parity are able to more fully realize the benefits of that strategy by targeting diversification and consistent total portfolio risk at each point in time.
White Paper
Building a Better Alternatives Portfolio
October 1, 2011
Alternative strategies are valuable tools for potentially enhancing portfolio returns and are becoming widely accessible in mutual funds. We delve into alternatives and discuss why we beleive multistrategy alternatives should be at the core of an alternatives allocation.
White Paper
Building a Better Alternatives Portfolio (European Version)
September 1, 2011
Alternative strategies are valuable tools for potentially enhancing portfolio returns and are becoming widely accessible. We delve into alternatives and discuss why we believe multistrategy alternatives should be at the core of an alternatives allocation.
Journal Article
Contrarian Factor Timing is Deceptively Difficult
March 7, 2017
The increasing popularity of factor investing has led to valuation concerns among some contrarian-minded investors and fears of imminent mean-reversion and underperformance.
White Paper
Systematic Credit Investing
November 18, 2016
This paper aims to increase familiarity of the credit asset class and provide an overview of our approach to systematic credit investing. We introduce credit instruments and outline a framework for understanding sources of credit excess returns.