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WOW. IT EVEN HAPPENS TO CLIFF ASNESS.

By Matt Stichnoth, December 20, 2011

After outperforming in back tests going back to 1928, AQR’s new value-plus-momentum strategy stops working. . . .

Categories: Quick takes

THE PROBLEM WITH THE VOLCKER RULE: IT SOLVES NO PROBLEMS AND MAKES THINGS WORSE

WHOA. ARE THOSE ELEPHANTS I SEE FLYING UP THERE?

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