Search results for: Cliff Asness

Market Moves February 20, 2020

Value’s Latest Dive Shocks Cliff Asness

AQR co-founder had called for adding more low-priced stocks, figuring their bad times had ended. Oops.

Corporate Moves April 10, 2019

Michael Trotsky reveals early challenges at the Bay State fund, Cliff Asness describes vexations of serving on an endowment committee.

Manager Selection April 21, 2016

The AQR founder argues there’s little benefit in timing factors as long as value spreads remain within normal historical ranges.

Newsmakers May 17, 2016

The AQR chief schools readers on strategy, correlations, beta, and alpha.

Risk December 9, 2015

AQR’s co-founder puts recent risk parity performance into perspective.

Newsmakers May 6, 2015

The high profile annual ranking relies on a flawed formula and “a ton of guesswork,” says the AQR founder (and ex-member).

Risk February 16, 2015

AQR’s outspoken founder has argued in favour of (well-managed) leverage despite the strategy falling out of favour post-crisis.

Newsmakers May 13, 2019

AQR CIO says firm is sticking with strategy until proven otherwise.

Risk March 23, 2016

“We can’t all tilt one way,” the AQR founder explained at an FEG investing conference.

Risk February 7, 2016

The debate over whether investors can capture returns from momentum strategies “should be put to bed,” according to the founder of AQR.

Risk August 31, 2015

AQR’s founder argues expected returns are likely to be lower and risks higher, as factor investing becomes more popular.

Risk June 4, 2015

AQR’s founder is tired of hearing claims that smart beta factors arose from biased backtests.

Asset Allocation October 27, 2014

Cliff Asness has claimed 2013 was only a “mildly disappointing” year for hedge funds, but they could be cheaper.

Newsmakers October 3, 2014

AQR has warned of asset prices near historic highs, but doesn’t think it means a crash is imminent.

Asset Allocation September 15, 2014

Once one of his “top 10 pet peeves,” Cliff Asness has come around on smart beta (except for the name).