Clik here to view.
Arnott On Why It Wasn’t A Lost Decade
The “Lost Decade”: It’s a moniker that many stock market commentators have applied to the 2000s, a decade in which we saw two major bear markets and the S&P 500 benchmark ended up well in the red....
View ArticleClik here to view.
The Small-Cap Effect Lives — With A Twist
Small stocks have lagged their larger peers over the past decade. But does that mean the “small-firm effect” is dead? Not exactly, says Mark Hulbert in a recent Barron’s column. “The idea that small...
View ArticleClik here to view.
AQR Tests Market Timing Techniques, Helping to Boost Long Term Returns
A recent article by Cliff Asness and colleagues from AQR Capital Management challenges the academic finance recommendation to avoid attempts to time the market. “Sinning a little,” Asness and...
View ArticleClik here to view.
Study Raises Questions About Factor Significance
A new study has found that most of the market anomalies academics have identified are not statistically significant, says a recent Wall Street Journal article. After analyzing 447 anomalies (the...
View ArticleCliff Asness Says Stocks and Bonds Will Return only 2%
At the 2nd annual Evidence-Based Investing Conference earlier this month, AQR’s Cliff Asness shared his view that the expensive financial markets will offer weaker returns going forward. This according...
View ArticleAsness of AQR Says Passive Growth Is Good for Industry
Cliff Asness, co-founder of AQR Capital Management, thinks the flow of money into passive investing has been a positive for the industry, according to a recent Bloomberg article. Per the article,...
View ArticleCliff Asness Hedges Regarding Hedge Funds
In a recent Bloomberg article, AQR’s Cliff Asness argues that the opinion pendulum on hedge funds has swung too far, that “all you read about today is that hedge funds are a failure and investors are...
View ArticleMorningstar on Investment Truths
A recent article in Morningstar recounts insights from AQR’s Cliff Asness on the following two questions: Can current stock valuations help predict future returns? “Probably yes,” writes Asness, “but...
View ArticleQuant Investor Cliff Asness Defends Factor-Based Strategies
Prompted by a lackluster performance year, AQR Capital Management founder Cliff Asness wrote a 23-page essay defending his factor-based investing strategies according to a recent Bloomberg article that...
View ArticleClik here to view.
Quick Takes – Key Insights From Swedroe, Asness & Gray
By Jack Forehand (@practicalquant) — Below are some of our favorite things we read or listened to this week and one important lesson we took from each of them. This Week’s Topics Why Factor Investing...
View ArticleClik here to view.
Momentum Investing – the What, the Why, the How and the Risks
By Justin Carbonneau (@jjcarbonneau) At the most basic level, momentum investing in the context of security selection can be defined as buying securities that have done the best over the past 12...
View ArticleCliff Asness Explains Why Perseverance & Forbearance Are Needed
In a recent note to clients, AQR’s founder Cliff Asness asked for perseverance and forbearance as the firm slogs through a rough patch. This according to an article in Institutional Investor. “When...
View ArticleAsness: Hard to Say When Value Will Win Again
“There is no magic answer,” says AQR’s Cliff Asness when asked when the value strategy will make a comeback, according to a recent article in Financial Review. “A huge part of our job is building a...
View ArticleAQR’s Cliff Asness on the Value Outlook
In January, Bloomberg’s Erik Schatzker interviewed AQR co- founder Cliff Asness on the state of value investing and, more specifically, the rough sledding AQR has experienced in the last year. Here...
View ArticleClik here to view.
The Three Keys to Understanding Investing Bubbles (Ep. 84)
With the stock market at all-time highs and returns over the past year some of the best in history, the word “bubble” is getting thrown around more and more by investors. But before we jump to...
View Article
