Section
Quantitative Investing
121 posts
Repurchases are the Devil’s Work! (not…)
by Clifford Asness, Ph. D. AQR Capital Management, Inc. Our new paper The Premature Demonization of Stock Repurchases…
Cliff Asness: Fixed Income Fantasies
by Clifford Asness, Ph. D. AQR Capital Management, Inc. My last few entries highlighted some recent AQR papers…
Risk Parity Derangement Syndrome¹
by Clifford Asness, Ph. D. AQR Capital Management, Inc. You may have noticed the market turbulence lately. You…
Clifford Asness: High-Frequency Derangement Syndrome
by Clifford Asness, Ph. D. AQR Capital Management, Inc. Somehow I still naively think after we write something…
Cliff Asness: Wild, But Not Crazy
by Clifford Asness, Ph. D. AQR Capital Management, Inc. Just how volatile was the recent market ride? Cliff…
Cliff Asness: Perhaps the Most Important Essay I Will Ever Co-Author
by Clifford Asness, Ph. D. AQR Capital Management, Inc. OK, that’s obviously not true. Let me downgrade it…
The Diversification Dangers of DIY Tactical
by Corey Hoffstein, Newfound Research Summary After 2008, tactical ETF strategies rose in popularity. We often come across…
Wild, But Not Crazy
Wild, But Not Crazy by Clifford Asness, Ph. D. AQR Capital Management, Inc. You don’t need me to…
Cliff Asness: High-Frequency Derangement Syndrome
High-Frequency Derangement Syndrome by Clifford Asness, Ph. D. AQR Capital Management, Inc. Somehow I still naively think after…
Hedging on Hedge Funds postscript on correlations beta and alpha
Hedging on Hedge Funds postscript on correlations beta and alpha by Clifford Asness, Ph. D. AQR Capital Management,…
Caveat Investor?
Caveat Investor? by Clifford Asness, Ph. D. AQR Capital Management, Inc. The Department of Labor’s Fiduciary Rule, which…
Going Deep on Contrarian Factor Timing
Going Deep on Contrarian Factor Timing by Clifford Asness, Ph. D. AQR Capital Management, Inc. Our new paper,…
You Can Have Your Momentum Factor and Eat it Too
You Can Have Your Momentum Factor and Eat it Too by Clifford Asness, Ph. D. AQR Capital Management,…
Cliff Asness: Fixed Income Fantasies
by Clifford Asness, Ph. D. AQR Capital Management, Inc. My last few entries highlighted some recent AQR papers…
Repurchases are the Devil’s Work! (not…)
Repurchases are the Devil’s Work! (not…) by Clifford Asness, Ph. D. AQR Capital Management, Inc. Our new paper…
