Let him teach you what financial quants actually do.

Photographer: Jonathan Fickies/Bloomberg

Masters in Business: Cliff Asness

Barry Ritholtz is a Bloomberg View columnist. He founded Ritholtz Wealth Management and was chief executive and director of equity research at FusionIQ, a quantitative research firm. He blogs at the Big Picture and is the author of “Bailout Nation: How Greed and Easy Money Corrupted Wall Street and Shook the World Economy.”
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This week, the “Masters in Business” radio podcast features Cliff Asness, the founder and chief investment officer of AQR Capital Management.

Asness and his team manage $120 billion at AQR. They are quants, applying mathematics to market data and making evidence-based investments across a range of asset classes.

In a far-ranging, 90-minute conversation, Asness discusses everything from value to momentum to the small-cap effect to the Efficient Market Hypothesis to how and why markets can be irrational. He details what it was like to be part of the Quant Flash Crash of 2007. If you are remotely interested in what financial quants actually do, Asness gives a graduate level seminar on quantitative investing.

Listen to the podcast on BloombergApple iTunes or SoundCloud. All of our prior podcasts are available on iTunes.

This column does not necessarily reflect the opinion of Bloomberg View's editorial board or Bloomberg LP, its owners and investors.

To contact the author on this story:
Barry L Ritholtz at britholtz3@bloomberg.net