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What would Cliff Asness ask St. Peter at the pearly gates?

Flirting with Models

00:00

We're Not Just Value Investors

The value factor is still a big part of our process. We were the first back then to do this thing that people all casually refer to as the value spread. The market's not a 0.5 sharp ratio, it's about a 0.4 sharp ratio. If you could find another stock market uncorrelated with the same risk premium, you'd be excited.

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