20 for Twenty

Cover
Title
Copyright
Dedication
Contents
Foreword
Preface I
Preface II
Preface III
Overview: From Research to Implementation
Part I: Challenging Conventional Thinking
	Chapter 1: The Great Divide
	Chapter 2: My Top 10 Peeves
	Chapter 3: Buffett’s Alpha
Part II: Asset Allocation: Diversify, Diversify, Diversify
	Chapter 4: Why Not 100% Equities
	Chapter 5: The 5 Percent Solution
Part III: To Time or Not to Time
	Chapter 6: Bubble Logic
	Chapter 7: Fight the Fed Model
	Chapter 8: Style Timing: Value versus Growth
Part IV: Demystifying Hedge Fund Strategies
	Chapter 9: Do Hedge Funds Hedge?
	Chapter 10: Characteristics of Risk and Return in Risk Arbitrage
	Chapter 11: An Alternative Future: Part I
Reflections on the 20th Anniversary of AQR
Part V: Pioneering Factor Investing
	Chapter 12: Time Series Momentum
	Chapter 13: Value and Momentum Everywhere
	Chapter 14: Betting Against Beta
	Chapter 15: Common Factors in Corporate Bond Returns
	Chapter 16: Size Matters If You Control Your Junk
Part VI: Taking Research to the Real World
	Chapter 17: The Devil in HML’s Details
	Chapter 18: Fact, Fiction, and Momentum Investing
	Chapter 19: Fact, Fiction, and Value Investing
	Chapter 20: Craftsmanship Alpha
Contributors
Back Cover