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Cliff Asness

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  1. Massive Sell-Off? Unlikely

    Headlines

    Mon, 11 Aug 2014

    Robert Haugen found that stocks with lower volatility produced higher returns than the rest of the market. Clifford Asness and Andrea Frazzini of AQR Capital Management and Heje Pedersen of New York University discovered the same holds true of high quality companies, those with above average

  2. 2014 Morningstar Investment Conference

    Headlines

    Fri, 27 Jun 2014

    AQR founder and managing principal Cliff Asness , Franklin Templeton executive vice ..... and his portrayal in the press. Asness : Splitting the Middle on Market ..... in the Efficient-Market Debate Asness : Why I'm a Cynic of Active Stock

  3. Asness : Splitting the Middle on Market Efficiency

    Video Reports

    Fri, 27 Jun 2014

    Conference. Joining me today is AQR's Cliff Asness . Cliff, thanks for joining us. Cliff Asness : Thank you. Burns: Now, recently the ..... person who you are going to bring up for me. Asness : Lars Hansen. Burns: Lars Hansen. Why

    Cliff Asness Asness found at 0:12

    to you from the Morningstar Investment Conference. Joining me today is AQR's Cliff Asness . Cliff, thanks for joining us. Cliff Asness : Thank you. Burns: Now, recently the Nobel Committee handed out their prize for economics to Bob Shiller, Eugene Fama and a third person who you are going to bring up for me. Asness Lars Hansen. Burns: Lars Hansen. Why does everybody forget Lars? Asness Because he is not fighting with the other two. Burns: That's right. That's right. With the prize, you couldn't have two different camps. Bob is saying the markets aren't efficient; Eugene, of course, is on the efficient market [hypothesis]. You want to split the middle. How do we resolve this? Asness You've known me for a long time, and as I joked at the Conference, when I see a fire, I'm more often a gasoline thrower than a water thrower. I like to be in the extremes, if warranted. Here, actually I think the middle is the right place to be. I think if you have one extreme that markets are very close to efficient, even Gene Fama will tell you they are not going to be perfectly efficient. He likes to shock the class by telling them that. Burns: Does he know that you are telling people this? You know we're on camera. Asness He's said it in class for like 30 years, and he's written it. Gene, I'm revealing your secrets. Perfect efficiency as Gene
  4. Asness : Why I'm a Cynic of Active Stock-Picking

    Video Reports

    Thu, 26 Jun 2014

    research. Joining me today is AQR's Cliff Asness . Cliff, we had you at the Morningstar ..... world where everybody indexes? Cliff Asness : First, this is one of the great ..... you collect the cash flows. Asness : So we are obviously talking about

    Cliff Asness Asness found at 0:11

    Burns, Morningstar's global director of manager research. Joining me today is AQR's Cliff Asness . Cliff, we had you at the Morningstar Investment Conference today, and one of the great questions from the audience was, given everything you think about the efficient market hypothesis and the work Bob Schiller has done, what happens in a world where everybody indexes? Cliff Asness : First, this is one of the great, kind of, 3 a.m. semidrunken finance doctoral student debates. This goes on. I've thought about
  5. Looking to Beat the Market?

    Commentary

    Sat, 14 Jun 2014

    rest. In a study published last year, Cliff Asness and Andrea Frazzini of hedge fund AQR Capital Management and Lasse Heje Pederson, a finance ..... balance sheets. (I am a believe in Cliff Asness and his mometum focus but one has to

  6. The Case for Momentum Investing

    Headlines

    Fri, 16 May 2014

    put momentum skeptics in their place. It is not shy in doing so. In many instances, state the authors (Clifford Asness , Andrea Frazzini, and Ronen Israel of AQR Capital Management and Tobias Moskowitz of Chicago Booth), their decision to use the term "confusion and debate" about the momentum

  7. Taboo Talk: Technical Analysis

    Headlines

    Wed, 7 May 2014

    was a student of Gene Fama's, Cliff Asness , who documented the strategy ..... any other school, beginning with Asness and extending in recent years to ..... salt. The Good New Days Either Cliff Asness was being uncharacteristically

  8. The Modern View of the Stock Market

    Headlines

    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

  9. The Great Divide Over Market Efficiency

    Commentary

    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

  10. Get Smart About Alpha and Beta

    Headlines

    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

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