ANNOX – browse by Media Type
- The financial markets are not completely efficient, i.e. market abnormalities exist which can be used to generate excess returns.
- Financial returns experience heavy tail risk, i.e. investment portfolios are constructed to limit exposure to extreme events.
Our original research not yet accepted by a peer-reviewed journal; doctoral dissertations.
A series of recorded presentations highlighting key research insights, presented by our experts and portfolio managers.
Books and Periodicals
Books, chapters and trade-magazine articles written by our researchers.
Words From the Wise
In-depth interviews with some of the best-known and most-successful professional investors.
Research — both journal articles and working papers — that we have found particularly useful in developing our strategies.
Short films on our investment strategies and practices, as well as our history and culture.
A collection of plain-English definitions for many common terms related to investing.
Simulated returns from published articles (or working papers) by researchers associated with AQR, and returns from the AQR Momentum Indexes.