The U.S. dominance over equity markets is coming to an end, says Dan Villalon of AQR Capital Management, the $95 billion quant hedge fund founded by well-known quantitative investor Cliff…
Tag: AQR Capital
AQR: Emerging Markets Offer Best Returns In 20 Years
Emerging market stocks will generate about a 3% premium above developed market stocks, according to a recent report from AQR that’s cited in an Institutional Investor article, thanks to fundamentals…
Discipline is Key to Investing Success
According to research conducted by AQR Capital Management, the success of superstar investors such as Warren Buffett and George Soros comes down to a few key strategies. This according to…
Momentum Investing is Back, At Least for Now
The strategy of buying whatever sector has had the greatest price or earnings gains in the past twelve months seems to have come back in fashion, according to a recent…
In Factor Investing, Integration is a Plus
Portfolio diversification is a known strategy for minimizing risk, but these efforts can be thwarted if the diversified securities react in a similar way to market conditions. Factor investing is…
AQR Tests Market Timing Techniques, Helping to Boost Long Term Returns
A recent article by Cliff Asness and colleagues from AQR Capital Management challenges the academic finance recommendation to avoid attempts to time the market. “Sinning a little,” Asness and…