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

Flirting with Models

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What Question Do You Ask About the Markets?

Clifford: Let's pretend for a moment you meet St. Peter at the Pearly Gates, and he says, thank you for your contributions to finance. Cliff: What question do you ask? Cliff: I like your odd assumption that a quantitative investment manager can go up not down in this scenario. Cliff: Who are the best managers? Give me the top 10. Cliff: And then in a purely competitive way, who had ex ante the most? Be they quantitative or not?

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