Cliff Asness: What Type Of Diversification Works Best During The Worst Of Times

Cliff Asness and the team at AQR recently released a great paper titled – It Was the Worst of Times: Diversification During a Century of Drawdowns. The paper uses nearly 100 years of data to evaluate the effectiveness of diversifying investments during the worst of times for most portfolios.

Q2 hedge fund letters, conference, scoops etc

Here’s the . . .

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