All AQR articles
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NewsSmart beta pioneer reignites debate on factor timing
Research Affiliates founder Rob Arnott finds ‘most factors look very cheap’ in a new paper highlighting the attractiveness of many equity factor strategies
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Opinion PiecesViewpoint: Where now for the stock/bond correlation?
This key portfolio parameter may be changing due to challenging market conditions
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Opinion PiecesViewpoint: To kick or not kick the proverbial can down the road
With world leaders committing to reduced carbon emissions targets and with COP26 in November this year, achieving net zero is coming into sharper attention more than ever.
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News
AQR's Lasse Pedersen calls for honesty about ESG and returns
Founder Cliff Asness says 2017 article about exclusions was ‘pro-ESG’
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News
Asset manager roundup: Generali backs ex-Pioneer staff’s multi-asset firm
Also: Deutsche Börse buys Axioma in $850m deal; AQR opens Frankfurt office
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News
People moves: CEO of £44bn UK public pension pool to step down [updated]
LGPS Central, AQR Capital Management, Redington, Talisman Global Asset Management, University of Cambridge Endowment Fund, 300 Club, Franklin Templeton, Osmosis
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News
Joseph Mariathasan: Factor investing – is it overcrowded?
The debate about valuations and overcrowding in factor-based strategies shows no signs of abating
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NewsActive fixed income management returns 'may overstate alpha' - study
Allocations to traditional active bond managers fail to give intended diversification
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NewsHow diversified are diversified growth funds?
AQR warns historic good performance from DGFs is unlikely to sustained
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NewsESG factors can indicate overall stock risk, says AQR
AQR study finds ESG data could help investors build more stable portfolios
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NewsOch-Ziff Capital's Hugh Cutler joins Affiliated Managers Group
Former Legal & General distribution chief to take senior role from 1 March
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News
Credit risk premium ‘underestimated’ due to duration fault, says AQR [updated]
Eerroneous matching of duration between risk-free sovereign bonds and corporate bonds led to underestimation of pure credit risk-premia
