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.
