Search results for: Cliff Asness
Michael Trotsky reveals early challenges at the Bay State fund, Cliff Asness describes vexations of serving on an endowment committee.
The AQR founder argues there’s little benefit in timing factors as long as value spreads remain within normal historical ranges.
The AQR chief schools readers on strategy, correlations, beta, and alpha.
AQR’s co-founder puts recent risk parity performance into perspective.
The high profile annual ranking relies on a flawed formula and “a ton of guesswork,” says the AQR founder (and ex-member).
AQR’s outspoken founder has argued in favour of (well-managed) leverage despite the strategy falling out of favour post-crisis.
AQR CIO says firm is sticking with strategy until proven otherwise.
“We can’t all tilt one way,” the AQR founder explained at an FEG investing conference.
The debate over whether investors can capture returns from momentum strategies “should be put to bed,” according to the founder of AQR.
AQR’s founder argues expected returns are likely to be lower and risks higher, as factor investing becomes more popular.
AQR’s founder is tired of hearing claims that smart beta factors arose from biased backtests.
Cliff Asness has claimed 2013 was only a “mildly disappointing” year for hedge funds, but they could be cheaper.
AQR has warned of asset prices near historic highs, but doesn’t think it means a crash is imminent.
Once one of his “top 10 pet peeves,” Cliff Asness has come around on smart beta (except for the name).