RR #93 - Cliff Asness from AQR: The Impact of Stories, Behaviour and Risk

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  • เผยแพร่เมื่อ 23 พ.ย. 2024

ความคิดเห็น • 17

  • @pnkrckmom
    @pnkrckmom 2 ปีที่แล้ว +7

    Great interview. Cliff is hilarious. Very enjoyable and educational podcast. Thank you!

  • @lesuako
    @lesuako 10 หลายเดือนก่อน +1

    "...though I can be quite creative about things to be miserable about" was a perfect ending to a great interview.

  • @bjohns347347
    @bjohns347347 2 ปีที่แล้ว +3

    Cliff successfully predicted the future!

  • @rationalreminder
    @rationalreminder  4 ปีที่แล้ว +7

    Key Points From This Episode:
    03:48 - Cliff's perspective on market efficiency and the impact on his portfolios.
    08:30 - Value investing in today's climate where value has taken such a knock.
    13:36 - Stories and behavioural effects on value; how we understand ups and downs.
    21:04 - Conversations Cliff has had with clients in the tougher times.
    23:46 - Comparing the companies driving growth now with those in the '90s.
    25:17 - The size effect and why Cliff does not subscribe to this philosophy.
    33:07 - 60/40 portfolios; are they still alive? Why Cliff thinks you can do better!
    36:31 - Cliff's experiences with institutions and advisors and contrasting the two.
    38:28 - Informed decisions on who to invest with; thoughts on finding the right advisor.
    40:42 - Pulling the goalie and why risky behaviour can work in certain circumstances.
    47:29 - The value of communication skills in the game of financial advising.
    50:07 - How Cliff defines success for his own life!

    • @happosade
      @happosade 3 ปีที่แล้ว +1

      Could you add these to description so it'll appear on youtube player?

  • @simonroese2596
    @simonroese2596 2 ปีที่แล้ว

    One of the best channels out there!
    If you guys are hiting even a janitor let me know 😁🤣

  • @Duke-225
    @Duke-225 3 ปีที่แล้ว +3

    Great interview. Anything on the topic of investor behavior is always interesting to me.

    • @ronaldzain6759
      @ronaldzain6759 3 ปีที่แล้ว

      I know im randomly asking but does someone know of a way to log back into an Instagram account??
      I stupidly forgot the login password. I love any help you can give me!

  • @windowpane1000
    @windowpane1000 4 ปีที่แล้ว +3

    Phenomenal interview!

  • @89sharlo
    @89sharlo 4 ปีที่แล้ว +10

    Hilarious guest

  • @leepialong
    @leepialong 4 ปีที่แล้ว +4

    good content for value investors.Most financial advisers are recommending Growth funds to their clients which scares me to invest more in value.

  • @davidmartin5351
    @davidmartin5351 4 ปีที่แล้ว +5

    24:03 - "How do I put this technically? I'm going to use stochastic calculus: The companies that were very expensive back then were crap companies."

  • @random8624
    @random8624 4 ปีที่แล้ว +1

    Interesting speaker. He believes strongly in the value premium yet dismisses the size premium. The literature shows that the value premium is higher in small cap stocks than large cap stocks.

    • @tiendoan1333
      @tiendoan1333 4 ปีที่แล้ว +1

      The size premium has disappear since it's discovery, but it seems to revive when you combine size with other factors. Larry Swedroe agrees with this perspective.

    • @random8624
      @random8624 4 ปีที่แล้ว

      @@tiendoan1333 check out this article www.valuewalk.com/2015/08/sizing-up-the-size-premium/
      I wouldn't call a premium to have "disappeared" after 5-10 years of underperformance. As Larry always points out, the market premium has had 2 periods where it underpeformed T bills over 10-13 years.

    • @random8624
      @random8624 4 ปีที่แล้ว +3

      @@tiendoan1333
      Their conclusion is
      "Even with a modest small cap premium, we believe there is a benefit in holding small cap stocks as a distinct tilt in an equity strategy for the
      diversification of returns that are different than those of
      larger-cap stocks.
      Additionally, given that other factor premiums (momentum, asset growth, value and profitability) tend to
      be stronger among small capitalization stocks, we recommend taking multi-factor approach to investing in
      small cap to obtain small cap exposure."

    • @revl6151
      @revl6151 17 วันที่ผ่านมา

      I know this is late, but he did say this in the video: factors are more prevalent in small caps