Research

Momentum in Japan works well: Asness

March 16, 2011 | 4.05pm

By studying value and momentum in Japan as a system, because they are strongly negatively correlated, this paper by AQR’s Cliff Asness argues that despite popular belief, momentum “works quite well” in Japan.

Click here to access the paper:

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1776123

AQR, Cliff Asness, momentum works in Japan

Join the discussion Cancel reply

Research

Top1000funds.com rated ‘most useful’ by readers

Research into Top1000funds.com readers’ preferences and habits reveals that the publication is rated as the most useful to them in the performance of their jobs, and is read by some of the most senior investment professionals inside asset-owner organisations around the world.

STAFF WRITERMay 2, 2024

Research

Purse strings loosen, despite rising concern about public equity valuations

Ben HurleyMarch 7, 2024

Research

Israel joins European standouts with highest rating in Mercer pension index

Darcy SongOctober 25, 2023

Research

CIOs’ confidence wanes as agility becomes the focus

Amanda WhiteMarch 28, 2023

Featured Story

Tech focus: How Canada’s BCI created a centralized trading framework

Sarah RundellMarch 7, 2023

Featured Story

IMCO World View: Decoupling, tech and private markets drive future trends

Many of the certainties investors have taken for granted over the past several decades appear to be fading. In its World View research, Canada's IMCO reflects on the years ahead

Sarah RundellFebruary 2, 2023

Featured Story

WEF lays out global risks ahead: Cost of living and climate dominate

The world faces a set of risks that feel both wholly new and eerily familiar. The Global Risks Report 2023 explores some of the most severe risks we may face over the next decade.

Callum JonesJanuary 18, 2023

Uncategorised posts

OECD flags enduring obstacles to illiquid investment

A recent OECD report argues that pension funds have a vital role to play in helping finance the COVID recovery in areas like infrastructure and SME investment. Yet it also warns of pension funds’ limitations when it comes to investing in illiquid assets, and the risks.

Sarah RundellJanuary 5, 2023

Featured Story

Global SWF: GIC leads; oil fuels Gulf funds and hedge funds give refuge

Singapore’s GIC invested more than any other SWF last year and fuelled by buoyant oil revenues, Gulf SWFs have had and are expected to continue their investment rampage. Elsewhere, hedge funds have proved one of the most successful allocations, particularly for ADIA, says Global SWF in its annual report.

Sarah RundellJanuary 3, 2023

Research

Don’t shy away from emerging markets in volatile times

Good quality, holistic research is more important than ever when assessing emerging markets investments with a sustainability lens, argues a portfolio manager at Newton Investment Management.

Ben HurleyDecember 6, 2022

Featured Story

ADIA sets up ADIA Labs in another boost to tech capabilities

ADIA is setting up ADIA Labs in another boost to its tech capabilities. Focussing on data science, AI, machine learning and quantum computing, the research unit will help inform global trends set to drive returns in the future like the transition, blockchain, financial inclusion or space.

Sarah RundellOctober 20, 2022

View more articles

Sponsored Content

Join the discussion Cancel reply

More from this fund

Subscribe now to