In January, Bloomberg’s Erik Schatzker interviewed AQR co- founder Cliff Asness on the state of value investing and, more specifically, the rough sledding AQR has experienced in the last year.…
Tag: Cliff Asness
Asness: Hard to Say When Value Will Win Again
“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…
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…
Morningstar on Investment Truths
A recent article in Morningstar recounts insights from AQR’s Cliff Asness on the following two questions: Can current stock valuations help predict future returns? “Probably yes,” writes Asness, “but not…
Cliff Asness Hedges Regarding Hedge Funds
In a recent Bloomberg article, AQR’s Cliff Asness argues that the opinion pendulum on hedge funds has swung too far, that “all you read about today is that hedge funds…
Asness of AQR Says Passive Growth Is Good for Industry
Cliff Asness, co-founder of AQR Capital Management, thinks the flow of money into passive investing has been a positive for the industry, according to a recent Bloomberg article. Per the article,…
Cliff Asness Says Stocks and Bonds Will Return only 2%
At the 2nd annual Evidence-Based Investing Conference earlier this month, AQR’s Cliff Asness shared his view that the expensive financial markets will offer weaker returns going forward. This according to…