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Journal Article
Multi-Period After-Tax Reporting: A Practical Solution
March 29, 2018
We propose an after-tax performance report aimed at enhancing wealth preservation and accumulation for taxable investors.
Interview
Words From the Wise: An AQR Interview with Ed Thorp
January 10, 2018
We sat down with Ed Thorp, a pioneer in the mathematical analysis of casino games and investing, to get his insights on an array of topics from casino gambling to quantitative investing.
Journal Article
Defined Contribution Retirement Plans Should Look and Feel More Like Defined Benefit Plans
January 15, 2017
Defined contribution (DC) plans have, to this point, delivered uneven and sometimes inadequate results.
Journal Article
The Low-Volatility Anomaly: Market Evidence on Systemic Risk vs. Mispricing
January 29, 2016
Researchers have demonstrated a long-term connection between future stock returns and various measures of prior stock price variability.
Interview
Words From the Wise: Jack Bogle on Building a Better Investment Industry
December 11, 2015
An executive summary of the main themes explored in a question-and-answer session with John C. Bogle.
Journal Article
Investing in the Asset-Growth Anomaly Across the Globe
December 9, 2015
Several studies have show that slow-growing companies return more to stock-market investors than fast-growing companies, based on the growth in the book value of companies’ assets.
Interview
Words From the Wise: Charley Ellis on Challenges Facing Investors
June 5, 2015
Charles D. Ellis, founder of Greenwich Associates and author of Winning the Loser’s Game and other books on investing, participates in a Q&A with Antti Ilmanen and Rodney N. Sullivan of AQR, discussing a range of contemporary investment challenges.
Interview
Words From the Wise: Martin Leibowitz Interview
March 19, 2015
A question-and-answer session with the first bond quant on Wall Street, Martin (Marty) Leibowitz of Morgan Stanley.
Interview
Words From the Wise DB Plans Glossary
March 18, 2015
This appendix provides some terminology and key concepts as background for AQR's discussion with Martin Leibowitz of Morgan Stanley.
Journal Article
The Limits to Arbitrage and the Low-Volatility Anomaly
January 2, 2014
Researchers have found that a strategy of buying prior low volatility stocks and selling prior high volatility risk stocks has historically generated substantial abnormal returns in the U.S.