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Today's guest is Cliff Asness, co-founder, managing principal and Chief Investment Officer at AQR Capital Management.

In today’s episode, Cliff & I start by talking about some quotes he may or may not have said in the past. Then we kick around a bunch of topics. We talk about diversifying by both asset class and geography, the challenge of managing short-term expectations while keeping a long-term perspective, and how AQR is implementing AI and machine learning in their investment process.

To see links or read the transcript of the episode, visit us at https://mebfaber.com/2024/04/05/cliff...

(0:15) - Welcome to our guest, Cliff Asness
(1:25) - Parsing Cliff’s real quotes from fake ones
(7:51) - Thoughts on bonds as a diversifier
(12:32) - Moving away from market-cap weighting
(18:22) - Managing client expectations
(28:51) - Alternative trend-following
(42:43) - Position resizing for alternative strategies
(47:01) - AQR implementing AI in their investment process
(50:41) - Cliff’s most controversial opinion
(56:34) - Cliff’s most memorable investment

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