Is Value Dead? Debate Rages Among Quant Greats From Fama to AQR
- Debate flares up after the factor’s worst quarter this century
- Quants from Asness to Arnott dissect misfiring investing style
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Is value dead? One of the most heated debates in quant finance is in the spotlight like never before.
After the factor’s worst quarter this century in the coronavirus crash, Wall Street players are butting heads on what comes next for the famed investing style that scoops up stocks that look alluringly cheap.