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Quick Takes
Quick Clips: 2023 Capital Market Assumptions for Major Asset Classes
January 27, 2023
Hear from Pete Hecht and Thomas Maloney as they provide short soundbytes based on our Q1 2023 Capital Market Assumptions for Major Asset Classes
Quick Takes
Quick Clips: 2022 Capital Market Assumptions for Major Asset Classes
January 27, 2022
Performance of traditional stock/bond portfolios has been remarkable over the last decade, but the current outlook is more subdued. Hear from AQR’s Portfolio Solutions Group on some practical, incremental changes that could boost expected returns without adding substantial risk.
Journal Article
An Alternative Option to Portfolio Rebalancing
March 5, 2018
We explore how investors can use an implementable option selling overlay to improve portfolio rebalancing.
Journal Article
Asset Allocation in a Low Yield Environment
August 21, 2017
In 2016, bond yields dropped to unprecedented low levels in major developed markets. Even in a low rate environment, we think it’s important to diversify across many return sources.
Alternative Thinking
2017 Capital Market Assumptions For Major Asset Classes
1Q 2017
We update our multi-year expected return assumptions for major stock and bond markets. Compared with historical averages of value metrics, we believe we are in a low expected return environment.
Working Paper
The Bubble Has Not Popped
October 24, 2001
Many called the stock market “undervalued” in 2002, based on how far and fast it had fallen over the prior two years. But this 2002 article contends that stocks are not necessarily cheap after the decline.
Working Paper
Bubble Logic: Or, How to Learn to Stop Worrying and Love the Bull
August 1, 2000
A bull market produces stories, often absorbed by investors engaged in wishful thinking, that encourage the purchase or retention of stocks or mutual funds. This has led them to bid up stocks so high that even long-term investors will be disappointed.
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.