AQR's Asness: How I Learned to Stop Worrying and Love Smart Beta

Orr, Leanna
September 2014
AiCIO News;2014, p1
The article presents brief information on an investment management firm AQR Capital Management. It states that company's co-founder Cliff Asness had a bone to pick with smart beta. It also mentions that Asness in upcoming article for Financial Analysts Journal, contended smart beta strategies for its usefulness. It further highlights that equities-only approach of smart beta products fails to capitalize on the theory supporting the entire strategy.


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