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…
Tag: Cliff Asness
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…
Study Raises Questions About Factor Significance
A new study has found that most of the market anomalies academics have identified are not statistically significant, says a recent Wall Street Journal article. After analyzing 447 anomalies (the…
Asness versus Arnott: The Factor Timing Debate Continues
AQR Management founder Cliff Asness continues to argue that factor timing is “deceptively difficult,” contrary to what Rob Arnott of Research Affiliates would have you believe, says a recent article…
Asness and Arnott Talk Market Timing, Smart Beta and Behavioral Biases
Maybe not always. At least that was the upshot of a debate between Cliff Asness of AQR and Rob Arnott of Research Affiliates, panelists at the recent Morningstar conference in…