Example: AQR Equity Market-Neutral Fund AQR is a hedge fund family that provides one example with its Equity Market Neutral Fund. The Fund is benchmarked to the Bank of America Merrill Lynch 3-Month Treasury Bill Index. It uses qualitative and quantitative analysis to identify conditionally attra...
The article focuses on financier Clifford Asness, head of the hedge fund AQR Capital Management LLC. The company has shrunk significantly after suffering huge losses in the global financial crisis. Asness's efforts to lead the company's recovery are described as an example of the problems facing...
a tail risk fund]. I used to say to him: long vol [a position that profits when volatility rises] shouldn’t get paid. Maybe the hedging properties are good to have. But it’s insurance — you should pay for insurance, you shouldn’t get paid for it. Nassim would say, ...
Marina Niessner, Vice President, AQR Capital Management Dr. Gareth Shepherd, Managing Partner, G Squared Capital LLP Moderated by Marisol Hernandez, Head of Asset Owners, PRI Related topics: PRI in Person 2019 Responsible Investing Artificial Intelligence and ESG How AI is used by hedge fu...
Following on from the five factor model there is an interesting piece on the AQR website at the end of last year which considersextending the five factor model to six, by adding in UMD, momentum winners and losers. It’s is well worth a read. ...
when Perkins wrote this book, ostensibly in 2020 and/or early 2021, we had rock-bottom interest rates. 30-year TIPS rates were below 0%, which would have implied that for a 30-year retirement, you’d need more than 30x annual expenses to hedge your retirement budget even...
AQR (Cliff Asness) has a long short fund with a $5 million minimum for individual investors. At present, it has an ER of 1.36%. But that’s due to a fee waiver of 1.04%, which is set to expire on April 30 of this year.
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Cliff Asness Managing and Founding Principal, AQR Capital Management LLC Paul Asquith, Massachusetts Institute of Technology David Backus, NYU Dean Baim, Pepperdine University/UCLA Ravi Bansal, Duke University David Bates, University of Iowa Andrew Bernard, Dartmouth College Richard Berner, Morgan Stanley...