Cliff Asness

Results: 36



#Item
1Financial services / Institutional investors / Hedge funds / Alternative investment management companies / Cliff Asness / Harvard Management Company / Asset allocation / Mutual fund / Investment management / Financial economics / Investment / Finance

Microsoft Word - MGMT_237H_Hsu_2011_Week_02_MFE_Job_Info.docx

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Source URL: www.jasonhsu.org

Language: English - Date: 2012-03-30 01:12:01
2Financial markets / Investment / Mathematical finance / Financial risk / Cliff Asness / Fama–French three-factor model / Asset allocation / Hedge fund / Efficient-market hypothesis / Financial economics / Finance / Economics

Value and Momentum Across Asset Classes

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Source URL: faculty.chicagobooth.edu

Language: English - Date: 2015-02-18 17:23:57
3Place of birth missing / Cliff Asness / Toby Moskowitz / National Bureau of Economic Research / Jeremy C. Stein / Fischer Black / American Finance Association / The Journal of Finance / Sheridan Titman / Financial economics / Economics / Year of birth missing

Tobias J. Moskowitz, Ph.D. Booth School of Business University of Chicago 5807 S. Woodlawn Ave. Room 458 Chicago, IL 60637

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Source URL: faculty.chicagobooth.edu

Language: English - Date: 2015-02-18 17:45:38
4Financial markets / Mathematical finance / Financial ratios / Financial services / Momentum / Cliff Asness / Capital asset pricing model / Beta / Sharpe ratio / Financial economics / Finance / Investment

September 30, 2013 Comments Welcome Momentum Crashes Kent Daniel and Tobias J. Moskowitz∗

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Source URL: www.columbia.edu

Language: English - Date: 2013-12-18 15:49:14
5AQR Capital / Toby Moskowitz / EDHEC Business School / Investment / Business / Cliff Asness / INSEAD / Financial economics

SIFR Conference on: Re-Thinking Beta At Clarion Hotel Sign in Stockholm August 22-23, 2013 Funded by the Torsten and Ragnar Söderberg Foundations Academic conference program, Friday August 23

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Source URL: sifr.org

Language: English
6Financial services / Financial markets / Funds / Stock market / Managed futures account / Hedge fund / Futures contract / Rebalancing investments / Cliff Asness / Financial economics / Finance / Investment

Microsoft Word - DemystifyingMF_20130410.docx

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Source URL: docs.lhpedersen.com

Language: English - Date: 2013-06-05 03:08:10
7Economics / Financial markets / Cliff Asness / Futures contract / Momentum / Liquidity risk / Investment / Financial economics / Finance / Financial risk

Microsoft PowerPoint - ValMomEverywhere_Slides.ppt

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Source URL: docs.lhpedersen.com

Language: English - Date: 2009-05-07 19:06:38
8Mathematical finance / Financial markets / Futures contract / Cliff Asness / Forward contract / Speculation / Hedge / Managed futures account / Margin / Financial economics / Finance / Investment

Journal of Financial Economics[removed]–250 Contents lists available at SciVerse ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec

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Source URL: docs.lhpedersen.com

Language: English - Date: 2012-05-15 04:09:03
9Financial markets / Investment / Mathematical finance / Financial risk / Cliff Asness / Fama–French three-factor model / Asset allocation / Hedge fund / Efficient-market hypothesis / Financial economics / Finance / Economics

THE JOURNAL OF FINANCE • VOL. LXVIII, NO. 3 • JUNE[removed]Value and Momentum Everywhere CLIFFORD S. ASNESS, TOBIAS J. MOSKOWITZ, and LASSE HEJE PEDERSEN∗ ABSTRACT We find consistent value and momentum return premia

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Source URL: docs.lhpedersen.com

Language: English - Date: 2013-06-12 08:18:55
10Financial markets / Fellows of the Econometric Society / Foreign exchange market / Eugene Fama / Mathematical finance / Efficient-market hypothesis / Fama–French three-factor model / Value premium / Cliff Asness / Financial economics / Economics / Finance / Finance

1 Int. w/ Eugene Fama by Richard Roll INTERVIEW WITH PROF. EUGENE FAMA BY PROF. RICHARD ROLL August 15, 2008

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Source URL: www.afajof.org

Language: English - Date: 2012-10-25 06:14:08
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