Showing 1 - 10 of 30 results for 'Tactical'

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White Paper

Tactical Tilts and Foregone Diversification

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

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

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

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

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)

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

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

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.