“There is no magic answer,” says AQR’s Cliff Asness when asked when the value strategy will make a comeback, according to a recent article in Financial Review. “A huge part…
Tag: Cliff Asness
Cliff Asness Explains Why Perseverance & Forbearance Are Needed
In a recent note to clients, AQR’s founder Cliff Asness asked for perseverance and forbearance as the firm slogs through a rough patch. This according to an article in Institutional…
Momentum Investing - the What, the Why, the How and the Risks
By Justin Carbonneau (@jjcarbonneau) At the most basic level, momentum investing in the context of security selection can be defined as buying securities that have done the best over the…
Quick Takes – Key Insights From Swedroe, Asness & Gray
By Jack Forehand (@practicalquant) — Below are some of our favorite things we read or listened to this week and one important lesson we took from each of them. This Week’s…
Quant Investor Cliff Asness Defends Factor-Based Strategies
Prompted by a lackluster performance year, AQR Capital Management founder Cliff Asness wrote a 23-page essay defending his factor-based investing strategies according to a recent Bloomberg article that features an…