Masters in Business

Cliff Asness on Quant Value Investing

Mar 17, 2023

01:53:52

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Episode guests

Cliff Asness

Highlights

AI Chapters

Episode notes

Balancing Passion and Income in Career Choices

01:19

Focus on the Best Arguments

01:11

Assume Intelligence and Hold Conviction in Trading

00:45

Evolution of Investing Philosophy Over 25 Years

01:07

Introduction

3min

Do You Believe That Momentum Is a Fama French Factor?

2min

Quant Finance - Value, Momentum, and Size

3min

How Did You End Up Launching a QR?

4min

How Has AQR Developed Over the Last 25 Years?

2min

What Is Low Risk Investing?

3min

How to Create a Diversifying Stream of Returns

2min

Is AQR a Value Shop?

2min

The Footnotes and Multiple Strategies

2min

10.

The Value Factor in Multi Strategy

4min

11.

Value and Growth After the Financial Crisis

3min

12.

Innovation Refunds - How to Qualify for ERC Assistance

4min

13.

Is AQR on an Academic Resume?

2min

14.

Is It Time to Sin?

3min

15.

How Much Do I Have to Save to Retire?

4min

16.

Using the Shiller Cape in a Timing Strategy

6min

17.

How to Get the Most Out of a Quarterly Drawdown

2min

18.

Is This Real? Is It Arbitraged Away?

2min

19.

I'm a Quant and My Wife Is a Behaviorist

2min

20.

I Love TikTok, I Love Dun and Kruger Tiktok

3min

21.

Stock Options and the Lying Liars Who Don't Want to or Won't Expense Them

3min

22.

Is It Causation or Correlation?

3min

23.

Buyback Derangement Syndrome

2min

24.

Is There Really a Small Cap Effect?

2min

25.

Is Small Cap Making More Money?

3min

26.

The Small Cap Effect Is Not a Bad Idea

2min

27.

The Metaverse - A Daily Reminder From Innovation Refunds

2min

28.

The CTA Industry Trend Following

4min

29.

Naseem's Brilliant, but He's Insufferable

2min

30.

Puts Hedge Bolt From the Blue Crash

4min

31.

Manage Futures - I Still One Time This Very Much

2min

32.

Stock Selection Strategies on Auntie, You Should Have Had Him on Instead of Me

3min

33.

The Six Blind Men Defining the Elephant

2min

34.

The Value Side of the Value Strategy

2min

35.

Investing in Growth Stocks - Value Over Growth?

3min

36.

The Goldman Sachs, a Non Profitable Tech Basket, and Another Basket of Low Quality Stocks

2min

37.

What's Going on in the Stock Market?

4min

38.

Is There More Uncertainty?

3min

39.

How Early Do You Pull a Goalie?

2min

40.

What's Your Favorite Marvel Movie?

2min

41.

What Are Your All-Time Favorite Comics?

2min

42.

Frank Herbert - My All-Time Favorite Book

2min

43.

Do You Like the Hobbit or the Lord of the Rings?

2min

44.

Are You Thinking About a Career in Value Investing?

2min

45.

Applied Quantitative Finance - What Do You Wish You Knew About the World of Investing Today?

2min

46.

Bloomberg Invest - Master's in Business on Bloomberg Radio

2min

Bloomberg Radio host Barry Ritholtz speaks with Cliff Asness, who cofounded AQR Capital Management — which has $100 billion in assets under management — and serves as its chief investment officer. Also an active researcher, Asness has contributed to publications such as The Journal of Portfolio Management, The Journal of Finance and The Journal of Financial Economics, and has received a variety of accolades, including the James R. Vertin Award from CFA Institute in recognition of his lifetime contribution to research. Asness earned his master's in business administration as well as his Ph.D. in finance from the University of Chicago.

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