Asness v Arnott on Factor Investing

By John Authers of the Financial Times

Factor investing research a bubble? Factor investing another way to garner the value factor?  Or?

You can learn more on de-mystifying factors from Chris Gannatti, WisdomTree in this recent webinar with Strategic Asset Alliance: Click here to view

"Winston Churchill once said that a fanatic is "one who can't change his mind and won't change the subject". Unlikely though it may be, factor investing has its full share of fanatics.

I got that quote from Clifford Asness, the legendary quant who runs the AQR fund management group, who used it in a blog post to apply to Rob Arnott, the equally legendary quant who set up Research Affiliates, and is now regarded as the godfather of "Smart Beta" and fundamental indexing. Both volunteer their respect for each other, and when it comes to investment they agree on far more than they disagree. But when they disagree, it can be spectacular. And their current disagreement cuts to the heart of the quantitative approach to investing which is now dominating markets."

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Asness v Arnott on Factor Investing

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