Clifford S. Asness

Best Publications

• Value and Momentum Everywhere: Value and Momentum Everywhere

  Clifford S. Asness;Tobias J. Moskowitz;Lasse Heje Pedersen

  2103
  Citations

• Value and Momentum Everywhere

  Unknown

  1410
  Citations

• Quality Minus Junk

  Clifford S. Asness;Andrea Frazzini;Lasse Heje Pedersen

  892
  Citations

• Do Hedge Funds Hedge

  Clifford S Asness;Robert J Krail;John M Liew

  743
  Citations

• Leverage Aversion and Risk Parity

  Clifford Asness;Andrea Frazzini;Lasse Heje Pedersen

  481
  Citations

• The Interaction of Value and Momentum Strategies

  Clifford S. Asness

  465
  Citations

• The Devil in HML’s Details

  Clifford Asness;Andrea Frazzini

  450
  Citations

• Surprise! Higher Dividends = Higher Earnings Growth

  Robert D. Arnott;Clifford S. Asness

  274
  Citations

• Size matters, if you control your junk

  Clifford S. Asness;Andrea Frazzini;Ronen Israel;Tobias J. Moskowitz;Tobias J. Moskowitz

  268
  Citations

• Parallels Between the Cross-Sectional Predictability of Stock and Country Returns

  Clifford S. Asness;John M. Liew;Ross L. Stevens

  251
  Citations

• Style Timing: Value versus Growth

  Clifford S. Asness;Jacques A. Friedman;Robert J. Krail;John M. Liew

  199
  Citations

• Fact, Fiction, and Momentum Investing

  Clifford S. Asness;Andrea Frazzini;Ronen Israel;Tobias J. Moskowitz

  195
  Citations

• Fight the Fed Model

  Clifford S Asness

  185
  Citations

• Stocks versus Bonds: Explaining the Equity Risk Premium

  Clifford S. Asness

  174
  Citations

• Value and Momentum Everywhere

  Unknown

  165
  Citations

• Predicting Stock Returns Using Industry-Relative Firm Characteristics

  Clifford S. Asness;R. Burt Porter;Ross L. Stevens

  159
  Citations

• Fact, Fiction, and Value Investing

  Clifford Asness;Andrea Frazzini;Ronen Israel;Tobias Moskowitz

  154
  Citations

• Do Hedge Funds Hedge

  Clifford S. Asness;Robert Krail;John M. Liew

  144
  Citations

• Low-Risk Investing without Industry Bets

  Clifford S. Asness;Andrea Frazzini;Lasse Heje Pedersen

  123
  Citations

• Quality Minus Junk

  Clifford S. Asness;Andrea Frazzini;Lasse Heje Pedersen

  102
  Citations