‘Magical’ Efficient-Market Theory Rebuked in Era of Passive Investing
At first blush, stock trading this week is hardly a paragon of the market-efficiency theory, an oft-romanticized idea in Economics 101. After all, big equity gauges plunged on Monday, spurred by fears ...
Morningstar2d
AQR Style Premia Alternative I
Four other portfolio managers continue here, including Huss, Brooks, global stock-selection group lead Andrea Frazzini, and firm co-founder Cliff Asness. The group taps AQR’s portfolio ...
GitHub3d
paper.md
The qmj \textbf{R} package implements the methodology and findings of the seminal paper Quality Minus Junk by Clifford Asness, Andrea Frazzini, and Lasse Pedersen. The paper introduces a framework for ...