The AQR Alternative Risk Premia Fund seeks positive absolute returns. The Fund pursues its investment objective by aiming to provide exposure to five separate investment styles (Styles) as value, momentum, carry, defensive and trend using both long and short positions within the following asset group...
AQR Alternative Risk Premia Fund N price and volume Combination chart with 2 data series. Chart represents AQR Alternative Risk Premia Fund N price and volume over 1Y period The chart has 2 X axes displaying Time, and Time. The chart has 2 Y axes displaying symbol price, and symbol volume...
另外,在投资组合中加入期权,短期内能够起到保护作用,但期权价格较高,长期而言期权对冲将得不偿失。此外,他认为有三种方式更好:1)配置防御性股票,2)风险平价的资产配置,3) Alternative Risk Premia and Trend Following。这三种方式无论长期短期都具有较好的表现。 2、主要统计工作 文章分别从周频、月频、季度、年...
Alternative Thinking Research Fund News AQR Diversifying Strategies Fund Wins HFM US Performance Award November 8, 2023 The AQR Diversifying Strategies Fund won the “Alternative Risk Premia” category at the With Intelligence HFM US Performance Awards 2023. ...
Fund Name Ticker Asset Class Month YTD Annualized Total Returns Expense Ratio Adjusted Expense Ratio* 1YR 3YR 5YR 10YR Since Inception Gross Net AQR Multi-Asset Fund Class I AQRIX Multi-Asset -2.06% 10.92% 10.92% 3.32% 5.30% 5.55% 6.02% 09/29/2010 1.12% 1.01% 0.81% ...
11近两年规模和管理账户数量均下降 11公募基金自 2017 年以来规模递减 13私募基金规模集中度较高 15股票和另类投资策略是重点布局方向 15共同基金:股票型和另类投资基金表现优异 19AQR 业绩明显修复,股票和另类投资基金延续优异表现 19AQR 主要公募基金介绍 21AQR 风格溢价另类投资基金:AQR Style Premia Alternative ...
Environmental, Social and Governance (ESG) AQR is committed to helping our clients achieve their ESG goals. We seek to integrate ESG in both our asset selection and our ownership decisions. Read moreabout Systematic Fixed Income Diversifying with Alternative Investments ...
AQR Forums is an institutional grade platform for the primary issuance and secondary trading of alternative assets. AQR Forums is a leader in creating the next generation of financial market infrastructure.
AQR Style Premia Alternative Fund N QGMNX 9.37 0.54% AQR Macro Opportunities Fund N QMNNX 9.95 -0.10% AQR Equity Market Neutral Fund N AQRNX 10.43 -0.38% AQR Multi-Asset Fund N PCPCX 5.42 3.04% PIMCO CommoditiesPLUS® Strategy Fund C ...
▎原刊:The Journal of Alternative Investments ▎仅用于学术交流,原版本归作者和刊物所有 摘要 A growing number of investors have come to view their portfolios (especially equity portfolios) as a collection of exposures to risk factors. The most prevalent and widely harvested of these risk factors is...