Here’s an article from CNBC in which Cliff Asness, AQR Capital founder, discusses why investors should commit a “sin” and increase their allocation toward value stocks. Here’s an excerpt from that article: AQR Capital founder Cliff Asness says it’s time to “sin” a little — and by that he means … Read More
Cliff Asness: Why It’s Hard to Say When Value Wins Again
Here’s an excerpt from the AFR in which Cliff Asness is discussing why it’s hard to say when value investing wins again: It’s the question every almost every fund manager wished they had the answer for. And not surprisingly, it’s one that Cliff Asness gets asked the most: When is … Read More
Cliff Asness: What Type Of Diversification Works Best During The Worst Of Times
Cliff Asness and the team at AQR recently released a great paper titled – It Was the Worst of Times: Diversification During a Century of Drawdowns. The paper uses nearly 100 years of data to evaluate the effectiveness of diversifying investments during the worst of times for most portfolios. Here’s the summary and … Read More
Cliff Asness (AQR) – New Paper Indicates Deep Value Trading Strategies Generate Excess Returns Not Explained By Traditional Risk Factors
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
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