Explore our research explaining how trend following could be incorporated into a portfolio and demonstrating its ability to generate strong performance. Research · Trend Following · Portable Alpha: Still A Great... · Portfolio Construction

We discuss the importance of building a well-diversified portfolio that is resilient to a wide range of future economic scenarios. Broad Strategic Asset Allocation · An August of Discontent · Research Archive

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. The Less-Efficient Market... · In Praise of High-Volatility · Why Not 100% Equities

The AQR Insight Award recognizes and rewards exceptional academic working papers that offer original, intelligent approaches to practical issues in the ...

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. About the AQR Data Library · AQR Momentum Indices... · Quality Minus Junk

AQR is committed to helping our clients achieve their ESG goals. We seek to integrate ESG in both our asset selection and our ownership decisions.

We analyze the historical macroeconomic sensitivity of traditional asset classes and major hedge fund strategies.

We examine four prominent factor premia – value, momentum, carry, and defensive – over a century from six asset classes.

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31 окт. 2024 г. · AQR has created momentum indices for three distinct markets. Each of the indices is constructed using a simple and transparent methodology.