Cliff Asness Interview

This is a great interview that I highly recommend.

http://www.ritholtz.com/blog/2015/02/mib-cliff-asness/

 

This week, the “Masters in Business” radio podcast features Cliff Asness, the founder and CIO of AQR.

As CIO of AQR, Asness and his team manages $120 billion dollars. They are quants, who invests by applying mathematics to market data, making evidence based bets across a range of asset classes.

In a far-ranging 90 minute conversation, we discuss everything from value to momentum to the small cap effect. We also discuss the Efficient Market Hypothesis, how and why markets can be irrational, and what it was like to be part of the Quant Flash Crash of 2007. If you are interested in what quants actually do, be sure to check out the podcast portion when its posted. Asness gives a graduate level seminar on Quantitative investing.

Cesar