Cliff Asness Issues Warning on Stocks Pricing Inflation Drop

  • AQR co-founder says ‘fat tail event’ would be macro economic
  • Quant pioneer says world too quick to think valuations fixed
AQR Capital Management Managing and Founding Principal Cliff Asness with Sonali Basak and Guy Johnson on “Bloomberg Markets.”
Lock
This article is for subscribers only.

Billionaire quant investor Cliff Asness warned Thursday that US stocks are vulnerable to a macro shock if inflation doesn’t stage a spirited decline as the market expects.

The co-founder of AQR Capital Management LLC told Bloomberg Television that despite last year’s declines equities remain expensive versus history, based on a broad assumption that price growth is set to slow.