Cliff Asness on Quant Value Investing
Masters in Business
Is AQR a Value Shop?
People tend to think of AQR as a value shop, but really you're a deep quantitative shop with a lot of different strategies. So not even half of your headlines are hedged. No, well, you know, remind me where we were because I'll go off on tangents like you do,. But he does write a lot of hedge statements and is kind of famous for his footnotes.
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