Expected returns on traditional assets are lower than their historical averages, yet the same can't be said for expected risks.
This is the message in a new white paper written by the portfolio solutions group at AQR Capital Management, led by Daniel Villalon, a Principal at the quant manager and global co-head of the portfolio solutions group alongside Finnish native Antti Ilmanen.
Already a subscriber? Log in.
Read the whole article
Get 14 days free access.
No credit card required.
Get full access for you and your coworkers.Start a free company trial today
Your trial for AMWatch has now started
With your free trial you get:
Full access to all locked articles on AMWatch.
Daily newsletter and ongoing top-newsletters. You can unsubscribe and subscribe to our newsletters anytime.
When your trial period expires
You will not be transferred to a paid subscription.
You will continue to receive our newsletters after the trial period expires. You can unsubscribe at the bottom of each newsletter.