Third Point’s Loeb, AQR’s Asness Named on DB Pension Enemy List
The list, published by a top teachers union, names 34 hedge funds managers involved with organizations it claims are attacking educators’ DB pension plans.
Search results for: Cliff Asness
Asset Allocation
Quant Hedge Fund Icon AQR Cuts Back as Investors Exit
Amid a laggard spell for these sophisticated math-centric firms, Cliff Asness’ shop has had a particularly tough time.
The Difficulty of Being Right Twice
Investors shouldn’t try to pick stocks based on what they think might happen elsewhere, argues AQR founder Cliff Asness.
The Five Dimensions of Quality
Ask Cliff Asness, Ken French, or Benjamin Graham to define ‘quality’, and you would hear three different answers.
Asset Allocation
Oil Is the New Sin Stock, and That’s a Boost for the Sector, BCA Says
Some investors may be bailing out of their energy shares, but tobacco and its ilk show that can be a perverse plus.
How Did Ken Griffin Get to Be Such a Big Deal?
His hedge fund firm, Citadel, has thrived for the past 30 years, thanks to his data-driven zeal—and an early start. Way early.
Market Moves
Rogers, Gabelli, Miller Tout Value Investing, With an Exception
Devotees of bargain buys have doubts about legacy retail’s viability.
Market Moves
Value Finally Has Its Day, but Will that Last?
Lower-cost stocks have outpaced hot-shot momentum plays since August.
Risk
MassPRIM Misses Fiscal Benchmark by a Hair
Fund’s private equity portfolio pulls returns to 6.1% as equities, timberland lag.
2017 40under40 Elizabeth Burton
How have you been a change agent at your organization? What have you done that you’re particularly proud of? I do some of my best work in a team...
13623 – Talent Development
The Masters of Factor Timing
Look to newer, smaller hedge funds with high incentive fees for the most timing ability, researchers have claimed.
19764 – A Factor Flap
In February, Research Affiliates’ CEO Rob Arnott published an article: “How Can ‘Smart Beta’ Go Horribly Wrong?”It was a surprising question from the godfather of smart beta. According to...
How Brexit Surprised Risk Parity
Low volatility prior to the UK’s landmark referendum may have lulled some investors into a false sense of security, according to research.
Risk Parity, Smart Beta, OCIO: The Survival of Buzzwords
Once dismissed as fads, these strategies’ staying power took investors by surprise—but shakeouts loom.