When Risk Parity Meets Risk Premia
Hedge fund replication may not be the optimum use of factor investing strategies, research shows.
Search results for: Cliff Asness
Smart Beta vs. the Monkeys
A random approach to stock-picking may have been proven to outperform active managers, but can it trump smart beta too?
Top Managers Monopolizing HF Assets, Preqin Finds
Some 11% of hedge fund managers command an overwhelming 92% of total industry capital.
AQR on Evaluating the Credit Risk Premium
What are you really earning for holding corporate debt—and how are you measuring it?
Exit Atlas
From aiCIO Magazine's Fall 2011 Issue: Should asset owners be investing with managers that place so much weight on a single individual’s shoulders? Benjamin Ruffel reports.