aqr insights：AQR Capital Management's Post
AQR Capital Management's Post
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
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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.
Data Sets
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We provide 10 quality-sorted, long-only portfolios for a US long sample (starting 1956) and a global broad sample (starting 1986), and update them monthly.
Featured Thinking
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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
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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.