AQR Profile
A lot of goofy quotes in here but I like this one:
“No strategy is so good that it can’t have a bad year or...
Institutional Plan Sponsors Are Bad at Timing Too
Paper from last year that I am just seeing:
Absence of Value - Stewart et al
Abstract
Institutional plan sponsors are charged with investing over $10 trillion...
New Risk Parity Mutual Fund Launches
AQR, who has been pretty innovative in launching a number of what I would call alternative beta funds, just launched a risk parity fund...
Gold Sentiment
Klarman (who is long gold):
"At our recent investment team retreat, virtually every speaker - many of the leading thinkers in the markets and in...
ETF and Portfolio Design Tools
Lots of cool innovation going on in the online finance space. A few interesting links:
Asset Class Backtester
The website also lists free sources for...
The Real Money Guessing Game – Yale Updates
From a post back in July - I will update this when all the funds report.
A number of real money funds report their fiscal...
Interview with Seth Klarman and Jason Zweig
Here is a nice interview with Seth Klarman and Jason Zweig from the FAJ (at MarketFolly and PragCap).
Klarman is not the best performing clone...
