12.02.2018 Opalesque Exclusive: Allocators push back on risk parity criticisms, fund size at CAIS
Bailey McCann, Opalesque New York for New Managers:

Market commentators have been quick to blame "the machines" as a reason for the market's recent sell-off, prompting a harsh rebuttal from AQR's Cliff Asness earlier this week. Where Asness and others were effectively defending their books as much as quants can, today they got support from some of the world's biggest allocators at t

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