COMMENTS ON ACTIVE SHARE RESEARCH

Short published comment on AQR's paper titled "Deactivating Active Share" (link)

July 2016

Financial Analysts Journal, 2016, 72(4):11-12

Here is my response to AQR's published March 2016 article (final version) about Active Share.

Original detailed comment on AQR's paper titled "Deactivating Active Share" (pdf file)

June 2015

Here is my response to AQR's April 2015 article (first draft) about Active Share. For reference, here is a link to their original article.