Sort content by
Research

QE2 not just another QE1

Following the Fed’s announcement of QE2 and the recent auction of 5-year TIPS  that resulted in the first-ever negative yield issuance (-0.55%), AQR has updated its recent research series on inflation. This paper addresses the events which resulted in the first-ever negative yield TIPS issuance, discusses the future impact of government actions, and comments on […]
 November 24, 2010
Research

Inflation in 2010 and beyond

The second paper by AQR examining inflation considerations in institutional asset allocation finds an equal risk-weighted portfolio performs better on average and is less dramatically affected by individual inflation and growth scenarios
 August 2, 2010
Research

Inflation considerations for asset allocation

The first of a two-part series by AQR provides some analysis for investors deciding how to position a portfolio for various inflationary environments, and clarifies some misconceptions about inflation, and inflation-linked assets. The second paper will discuss the potential risks and rewards of holding various assets during distinct economic environments. Inflation in 2010 and Beyond […]
Amanda WhiteJuly 28, 2010
<3of3>