Cliff Asness: The Odds Are Getting Better For Value

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Here’s a great interview with Cliff Asness on Bloomberg’s Front Row with Erik Schatzker. Asness discusses his faith in factors after 2 1/2 years of poor returns. He remains as confident as ever in the quantitative strategies that powered the firm’s growth for two decades. He also discusses the emotional … Read More

AQR: Ways To Improve Your Active Risk

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In their latest paper titled – Was That Intentional? Ways to Improve Your Active Risk, the team at AQR discuss a number of intentional and unintentional active risks, and how investors can improve their active risk saying: Investors try to outperform their strategic asset allocation benchmarks by taking active risks. … Read More

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

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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 … Read More

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

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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 … Read More