Featured Thinking

There have been recent incidents of individuals and groups falsely claiming to be associated with AQR on social media platforms. These imposters have engaged in a variety of unauthorized conduct, including soliciting customers to carry out trading activities with them, impersonating AQR using the genuine names of AQR senior executives or employees to offer investment opportunities, claiming to offer investment training courses that are supposedly provided by AQR or claiming that AQR is backing certain initial coin offerings or is otherwise engaged in crypto related trading activity. There have also been fake websites and mobile applications that claim to be AQR (or associated with AQR) when in fact they are not. These are scams and not authorized by AQR in any way.

Please be aware that AQR does not engage in any investment activities, provide training or financial services, or conduct other regulated activities through social media platforms or messaging apps. Similarly, AQR, its executives and employees do not contact prospects, clients or members of the public via social media platforms or messaging apps such as WhatsApp, Discord and Telegram to offer investment opportunities. AQR does not offer direct investments in cryptocurrencies or other digital assets, it does not provide a trading platform to members of the public, it does not have a mobile app, and it does not offer investment training courses to the public.

AQR and its partners, employees, directors, officers, advisors, successors, and agents are not responsible for any conduct by unauthorized parties and channels, nor are they responsible for the services or information provided by such unauthorized parties and channels. If you have any questions or wish to ascertain whether you are communicating with an authorized representative of AQR, please contact us at https://www.aqr.com/Contact-Us. If you believe that you or someone you know has been a victim of fraud, please report the matter to your local law enforcement or other relevant authorities. For India residents, you may lodge a report at the national cybercrime reporting portal (https://cybercrime.gov.in).

Tax Matters

Looking Under the Hood of Long/Short Tax-Aware Strategies

October 27, 2023

Our recent paper discusses gain deferral and the benefits of tax-aware long/short equity factor strategies. It also suggests that when it comes to a diversified long/short equity factor strategy, the difference between a portfolio that cares about taxes and one that doesn’t may be smaller than you think.

White Paper

Portable Alpha: Still A Great Solution For Improving Return Outcomes

July 30, 2024 - Portfolio Solutions Group

Journal Article

Beyond Direct Indexing: Dynamic Direct Long-Short Investing

May 3, 2023 - Joseph Liberman Stanley Krasner Nathan Sosner Pedro Freitas

Collections

Trend Following

Trend following strategies have a track record of delivering strong long-term returns and diversifying performance during downturns for traditional assets – when investors may need it the most. Explore our research explaining how trend following could be incorporated into a portfolio and demonstrating its ability to generate strong performance across time and asset classes.

Macroeconomic Investing

Rapid economic growth accompanied by large increases in prices for many goods and services has led to unusually high level of uncertainty around inflation. This may prompt investors to question how different inflationary outcomes can impact their portfolio and what they can do to reduce their portfolio's sensitivity. To address investors' questions, we have rounded up some of our best thinking on the topic.

Value Investing

Value investing – buying securities that appear cheap relative to fundamentals – has a long history in financial markets. Explore our library of research on this famed topic.

Portfolio Construction

Diversification. Craftsmanship. What goes into building an effective portfolio? We’ve rounded up our best thinking on the topic.

Explore all AQR white papers, working papers, journal articles, Quick Takes, and more

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