In this article, AQR assess the assumption built into today’s market and what that likely will mean for forward returns. These insights aim to guide investors in setting realistic medium-term (5-10 years) expectations while emphasizing the importance of valuation discipline and diversification in navigating compressed risk premia across asset classes.
The folks over at AQR recently wrote a piece on how to use machine learning in stock portfolio construction. Specifically stock portfolio selection and timing. The article is quite technical but do provide some food for thought for less sophisticated investors on how AI can be implemented in an investment strategy.
In this interview with Bloomberg, Cliff Asness from AQR discusses how market inefficiencies are becoming more pronounced and persistent over time.
In this short article, the team at AQR discuss the concept of ‘portable alpha’ as a strategy for enhancing investment returns, especially in the context of rising stock market valuations and the expectation of lower-than-average equity returns.
In a somewhat different and quite humoristic article, Cliff Asness discuss the ‘cognitive dissonance’ many investors practice daily.
In a recent interview with TD, Cliff Asness from AQR discuss the past and future of the 60/40 portfolio.
In this article, AQR (Cliff Asness’ investment firm) updates their estimates of expected returns over the medium term (5 to 10 years) for major asset classes.
AQR has conducted an empirical analysis of the consequences of interest rates stabilizing at a higher level than they have been for many years.
Despite their history as a value-based investment firm, Cliff Asness and AQR have over time become advocates of combining fundamental analysis with trend following. They have just published an article analyzing Trend Following as a component of an overall portfolio.
