A heads up to anyone who wants to understand how some very bright quants think. I just downloaded AQR’s anthology commemorating its 20th anniversary. It’s big, coming in at nearly 700 pages, and free for the taking in either .mobi or .epub formats. Personally, I can’t think of a better way to spend part of the holidays than reading the 20 papers that “have formed the backbone of AQR’s investment philosophy.”
Q3 hedge fund letters, conference, scoops etc
Article by Brenda Jubin, Reading The Markets
AQR is a pioneer as a quantitative investor and as a publisher of influential academic research. This exclusive anthology commemorates our 20 th anniversary. It traces the practical research contributions of our founders and our team of accomplished researchers to the field of financial economics and the investing world over the past two decades.
The 20 papers selected for this collection have formed the backbone of AQR’s investment philosophy. They explore the innovative ideas that have given rise to an array of systematic global investment strategies and have made a lasting impact on investor portfolios. Some of the papers provide overarching perspectives on investment questions, practices, and strategies, while others focus on practical implementation.
This book is available for download on Kindle and e-Readers.
