Past Events

14th CARF Special Seminar

Date & Time: November 15 of 2006(Wednesday) 17:30-19:10
Location: Classroom #1, B1F of the main Economics Building
Speaker: Dr. Clifford Asness
Managing & Founding Principal, AQR Capital Management
Topic: Value and momentum investing were originally investigated in the area of U.S. stock selection. Since then it has been extended to stock selection around the world, choosing amongst world equity markets, bonds markets, choosing where to be on the yield curve, choosing commodities, and even more. This extension is vital for both practical and theoretical reasons. Practically one can build a much better investment product through diversification, and theoretically the chance that these results are the random product of data mining goes down with every supportive discovery.
Speech Title: Around the world with value and momentum

Speaker's Profile:
Clifford S. Asness, Ph.D.
Managing & Founding Principal, AQR Capital Management

Dr. Asness holds a Ph.D. in Finance from the University of Chicago. He has authored many articles in the Journal of Portfolio Management and the Financial Analysts Journal. He received the best paper award from the Journal of Portfolio Management in 2001 and 2003. He also received the Graham and Dodd from the CFA Instutute multiple times. He is on the governing board of the Courant Institute of Mathematical Finance at New York University and a member of the Council on the Graduate School of Business and the university-wide Investment Committee at the University of Chicago.

Prior to co-founding AQR Capital Management, Dr. Asness was at Goldman, Sachs & Co. where he was a Managing Director and Director of Quantitative Research for the Asset Management Division.