Fact, Fiction, and Factor Investing

Michele Aghassi; Cliff Asness; Charles Fattouche; Tobias J. Moskowitz

doi:10.3905/jpm.2022.1.453

Fact, Fiction, and Factor Investing

Michele Aghassi, Cliff Asness, Charles Fattouche and Tobias J. Moskowitz

The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 57-94; DOI: https://doi.org/10.3905/jpm.2022.1.453

Michele Aghassi

is a principal at AQR Capital, LLC, in Greenwich, CT

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Cliff Asness

is managing principal at AQR Capital, LLC, in Greenwich, CT

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Charles Fattouche

is an executive director at AQR Capital, LLC, in Greenwich, CT

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Tobias J. Moskowitz

is a principal at AQR Capital, LLC, in Greenwich, CT, a professor of finance in the School of Management at Yale University in New Haven, CT, and a research associate at the National Bureau of Economic Research

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Fact, Fiction, and Factor Investing

Michele Aghassi, Cliff Asness, Charles Fattouche, Tobias J. Moskowitz

The Journal of Portfolio Management Dec 2022, 49 (2) 57-94; DOI: 10.3905/jpm.2022.1.453

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Fact, Fiction, and Factor Investing

Michele Aghassi, Cliff Asness, Charles Fattouche, Tobias J. Moskowitz

The Journal of Portfolio Management Dec 2022, 49 (2) 57-94; DOI: 10.3905/jpm.2022.1.453

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