Profs vs Quants: Who’s the Better Investor?
Finance and economic academics have surprisingly strong track records, according to a Morningstar columnist.
Search results for: Cliff Asness
Newsmakers
15 Signs You Were a CIO in 2015 (Sorry Managers, You Won’t Get #8)
A Bill Gross trainwreck, board meeting catnaps, and big money OCIO offers: Sound familiar?
Why Too Much Research Produces False Factors
Research Affiliates’ Jason Hsu has claimed that the proliferation of investment “factors” is based on “data mining” and is inherently flawed.
Manager Selection
Paulson v. Ackman, Bridgewater v. AQR: Who's Trending on Google?
A data-driven look into who’s hot, who’s not, and if hedge funds’ online popularity translates into assets under management.
The Problem with Active Share
Two academics have hit back after their popular measurement for active management was questioned by AQR.
The Problem with Active Share
Two academics have hit back after their popular measurement for active management came under scrutiny.
Newsmakers
The Missing Women of Asset Management
Ninety percent of senior money managers are men. Why?
Gross, Dalio, Gundlach…Minerd?
From aiCIO's December Issue: Is Guggenheim Partners' Scott Minerd set to enter the Pantheon of fixed-income investing greats?
A History of Risk Parity Through Wikipedia
From aiCIO Magazine's October Issue: Kip McDaniel traces the development of risk parity through its Wikipedia entry.
Paper on Market Forecasting Wins AQR Award
AQR Capital Management has presented its first annual AQR Insight Award to Bryan Kelly, Ph.D., of the University of Chicago Booth School of Business and Seth Pruitt, Ph.D., of the Federal Reserve Board of Governors for their unpublished research in predicting market returns more accurately over one-month and one-year time horizons.
Failing Unconventionally—Or Not at All?
From aiCIO Magazine's February Issue: Risk parity, although gaining prominence in the United States, is a different beast across the Atlantic.
Alaska!
On the day that CIO Jeff Scott has announced his resignation from the Alaska Permanent Fund, aiCIO magazine offers a sneak peak at how the oil-rich state is leading the way toward a new method of asset allocation – and how it has brought in some of the world’s most powerful money managers to do its bidding. Joe Flood reports.
These Are the Top Private Equity Pension Funds in America
Space has returned 10.2% over the past decade.
Risk Parity vs. Brexit: The Rebuttal
Losses incurred on June 23 were an outlier and not a portent of more difficulties ahead, managers say.