AQR Capital Management, 20 for Twenty

A heads up to anyone who wants to understand how some very bright quants think. I just downloaded AQR’s anthology commemorating its 20th anniversary. It’s big, coming in at nearly 700 pages, and free for the taking in either .mobi or .epub formats. Personally, I can’t think of a better way to spend part of the holidays than reading the 20 papers that “have formed the backbone of AQR’s investment philosophy.”