Tags » Cliff Asness

AQR Tests Market Timing Techniques, Helping to Boost Long Term Returns

A recent article by Cliff Asness and colleagues from AQR Capital Management challenges the academic finance recommendation to avoid attempts to time the market. “Sinning a little,” Asness and colleagues suggest, can boost returns.  120 more words


Analysis: No Breakouts In GOP Debate; Muddled Status Quo

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WASHINGTON (CBSMiami/AP) — While there were no major breakouts in Tuesday night’s Republican debate,  some candidates were just getting by. 846 more words


On Depressing Investments?


OR … Boring is Good!

By Rick Kahler MS CFP® http://www.KahlerFinancial.com

“We are in both a depressing and boring investment environment.”

That not-so-cheery statement came from Cliff Asness, Ph.D., managing and founding principal of AQR Capital Management, LLC, in a recent address to investment advisors gathered at the University of Chicago’s Gleacher Center. 767 more words


CLIFF ASNESS: In Praising ObamaCare, They Bury It

Wall Street Journal: The law’s cheerleaders tend to cite two main accomplishments. Both of them are irrelevant.

In the five years since the passage of ObamaCare, the battle over the law has not abated. 90 more words


Fascinatin' Algorithms

There’s a provocative post by finance professor, Noah Smith on BloombergView today regarding the rise of the robo-trading money managers (Wealthfront, Betterment et al). Mr. Smith doesn’t take sides but points out the industry is clearly moving away from active money management and toward passive, algorithmic keepers of our investment and retirement dollars. 658 more words


Top hedge fund manager: Global warming isn't a danger

One of Wall Street’s most successful hedge fund managers is once again wading into the climate change debate. His conclusion: It’s not as big of a problem as some suggest. 873 more words


The Small-Cap Effect Lives -- With A Twist

Small stocks have lagged their larger peers over the past decade. But does that mean the “small-firm effect” is dead? Not exactly, says Mark Hulbert in a recent Barron’s column. 195 more words