Masters in Business Cliff Asness on Celebrating 25 Years With AQR
Nov 27, 2023
Cliff Asness, co-founder of AQR Capital Management, discusses his journey from academia to finance, the challenges of their value-focused approach during market crashes, the evolution of their investment strategies and the importance of diversification. They also touch on the usefulness of value and momentum factors, the changing investment landscape, and the influence of central banks.
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7
Introduction
00:00 • 3min
From Academia to Finance: The Formation of AQR
03:02 • 11min
Experiences during market crashes and their value-focused approach
14:32 • 3min
Evolution of Investment Strategies and Diversification
17:46 • 16min
Value, Momentum, and Timing Factors in Investing
33:41 • 3min
Investment Landscape and Value vs Growth Investing
36:58 • 5min
Wrapping Up the Conversation with AQR's Co-Founder and CIO
42:15 • 3min