Research is indicating factors are the driver for bond fund manager outperformance, even outside of factor investing mandates. By Lynn Strongin Dodds
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The Science of Investment – Modelling the markets
Charting the evolution of asset management from an art into a science
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‘Crappy’; this is the term quant manager AQR’s chief executive Cliff Asness used to describe his time investing in quants at the back end of 2018 and into early 2019. Continue reading “Quant investing : Have quants really underperformed?”