aqr insights：Data Sets
Data Sets
Weprovide10quality-sorted,long-onlyportfoliosforaUSlongsample(starting1956)andaglobalbroadsample(starting1986),andupdatethemmonthly.。其他文章還包含有：「AQRCapitalManagement'sPost」、「AQRInsightAward」、「Cliff'sPerspectives」、「FeaturedThinking」、「Insights」、「Research」、「ValueInvesting」、「WhitePapers」
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AQR Capital Management's Post
https://www.linkedin.com
Watch the replay of our “Investment Insights for 2024” webinar with AQR Managing Principal Cliff Asness for his views on the outlook for major asset classes.
AQR Insight Award
https://www.aqr.com
The AQR Insight Award recognizes and rewards exceptional academic working papers that offer original, intelligent approaches to practical issues in the ...
Cliff's Perspectives
https://www.aqr.com
This post updates our value spread with data through the end of 2022. The fourth quarter of 2022 saw value recover from the bout of temporary insanity.
Featured Thinking
https://www.aqr.com
Explore our research explaining how trend following could be incorporated into a portfolio and demonstrating its ability to generate strong performance across ...
Insights
https://ucits.aqr.com
A multi-strategy alternative approach combines multiple strategies, providing a natural one-stop shop for liquid diversifying returns. Learn More ...
Research
https://www.aqr.com
AQR white papers, working papers, journal articles and more.
Value Investing
https://www.aqr.com
We examine four prominent factor premia – value, momentum, carry, and defensive – over a century from six asset classes.
White Papers
https://www.aqr.com
We analyze the historical macroeconomic sensitivity of traditional asset classes and major hedge fund strategies.