Cliff Asness (AQR) – New Paper Indicates Deep Value Trading Strategies Generate Excess Returns Not Explained By Traditional Risk Factors

Johnny HopkinsCliff AsnessLeave a Comment

Late last month Cliff Asness and his team at AQR released a paper titled – Deep Value. In summary, the research indicates that deep value trading strategies generate excess returns not explained by traditional risk factors. Here’s a summary from the paper: We define “deep value” as episodes where the valuation spread between cheap and expensive securities is wide relative … Read More

Cliff Asness – Investing Strategies Can Still Work Even If Everyone Knows About Them, Here’s Why

Johnny HopkinsCliff AsnessLeave a Comment

One of our favorite investors at The Acquirer’s Multiple – Stock Screener is Cliff Asness. Asness is the Founder, Managing Principal and Chief Investment Officer at AQR Capital Management. He’s also an active researcher and has authored articles on a variety of financial topics for many publications, including The Journal of Portfolio Management, Financial Analysts Journal and The Journal of Finance. … Read More