Concepedia

Clifford S. Asness

CS

48

Publications

6.9K

Citations

30

H-Index

1995

Active since

Affiliations

Capital University(Current)

Copenhagen Business School

New York University

Centre for Economic Policy Research

Clifford Chance

Clifford S. Asness is an author at Capital University specializing in finance, business, and financial economics.

Top concepts

FinanceBusinessFinancial EconomicsManagementAsset PricingEconomicsAccountingEmpirical FinanceBehavioral FinanceAsset Allocation

Publications per year

1995–2018

48

Publications

48

Value and Momentum Everywhere

Clifford S. Asness, Tobias J. Moskowitz, Lasse Heje Pedersen · The Journal of Finance · 2013 · 2.2K citations · Full text

Quality minus junk

Clifford S. Asness, Andrea Frazzini, Lasse Heje Pedersen · Review of Accounting Studies · 2018 · 515 citations · Full text

Do Hedge Funds Hedge?

Clifford S. Asness, Robert J. Krail, John M. Liew · The Journal of Portfolio Management · 2001 · 465 citations

Diversification Benefits, Financial Economics, Asset Pricing +14

The Devil in HML’s Details

Clifford S. Asness, Andrea Frazzini · The Journal of Portfolio Management · 2013 · 320 citations

Empirical Finance, Religious Symbol, Time Series Econometrics +19

Leverage Aversion and Risk Parity

Clifford S. Asness, Andrea Frazzini, Lasse Heje Pedersen · Financial Analysts Journal · 2012 · 319 citations

Economics, Asset Pricing, Financial Risk Management +13

Rows per page

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