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Cliff Asness

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  1. The Modern View of the Stock Market


    Thu, 27 Mar 2014

    Middle Ground Earlier this month, Cliff Asness and John Liew published" The Great Divide ..... are very difficult to exploit. The Asness and Liew article neatly summarizes ..... large amounts. This behavior, as Asness and Liew point out, amounts to a

  2. The Great Divide Over Market Efficiency


    Mon, 24 Mar 2014

    http://www.institutionalinvestor.com/Article/3315202/Asset-Management-Equities/The-Great-Divide-over-Market-Efficiency.html?ArticleId=3315202&p=1#.UzB8a_ldXg0 By Cliff Asness & John Liew

  3. Get Smart About Alpha and Beta


    Tue, 10 Dec 2013

    light alternative and smart beta, not everyone agrees. Cliff Asness recently wrote an article in the Financial Analysts Journal ..... Investment Management, vol. 5, no. 2: 5-45. [4] Asness , Clifford S. 2014. " My Top 10 Pet Peeves ." Financial

  4. The New Challenge for Hedge Funds


    Fri, 6 Dec 2013

    poohing the idea, it's worth noting that AQR's Cliff Asness --nobody's fool and a hedge fund manager himself--has opted for a similar path. Years ago, Asness noted that much of what is labeled as "alpha" with

  5. PIMCO's 2013 Struggles


    Tue, 26 Nov 2013

    may soon reverse policies that have kept interest rates near historic lows" as reasons for this slide. Say what? As Cliff Asness would say, "When was the future ever certain?" Also, via that same data, the acquisition margin was more than

  6. Has the Stock Market Changed, or Have Its Investors?


    Thu, 14 Nov 2013

    in a barrel back then, either. As hedge fund manager Cliff Asness states in the article, "When I hear some market strategist ..... I always want to scream, 'When was it easy?'" Asness adds, "Predicting the future is harder than misremembering

  7. The Desert Island Portfolio


    Fri, 25 Oct 2013

    model over long time periods, see Brightman (2012). 2. In 2012, Morningstar’s Paul Justice jointly interviewed Cliff Asness and Rob Arnott, our Chair. Rob defined the patience and courage of being contrarian. “I love to use a concrete example to help people viscerally understand

  8. From Barron’s, September 2, 2013 (Part 2)


    Sat, 31 Aug 2013

    barrons.com/article/SB50001424052748704287804579043140259243328.html?mod=BOL_twm_col Pg 21: Clifford Asness of AQR Capital Management [ AMOMX ] suggests 2.5% real return from traditional [and expensive] 60-40 portfolios. The big danger is overreliance

  9. VIG Vanguard Dividend Appreciation ETF ETF Analysis, Report, Research, 5 Star Rating – Morningstar

    ETF Reports

    Tue, 27 Aug 2013

    P 500's Shiller P/E is almost 24, about 40% higher than its historical average. According to AQR co-founder Cliff Asness , the stock market's average 10-year real return from this P/E ranged from negative 4.4% to 8.3% annualized

  10. Once Again: Are Bonds a Bubble?


    Fri, 24 May 2013

    are merely expensive. This week, Cliff Asness of AQR offered an update on the definition ..... Apple AAPL of its industry. I like Asness ' definition. It limits the use ..... Rekenthaler the Actual Economist.) Asness believes that bonds are overpriced

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