Cliff Asness

@CliffordAsness

About the author

Cliff Asness is a co-founder, managing principal and chief investment officer of AQR Capital Management, the quantitative investment firm he started with partners in 1998. He earned a PhD in finance at the University of Chicago under Eugene Fama and then led quantitative research in Goldman Sachs's asset management division. His research centers on value and momentum investing, and he has twice won the Financial Analysts Journal's Graham and Dodd Award.

Memos, letters and research

All research

Cliff's Perspectives AQR

AQR co-founder Cliff Asness's essays on factor investing, market efficiency, private markets and the arguments quants keep having. They are funny, combative and grounded in data.

Memos Intermediate Irregular, a few a year