Asness and his wife don't use quantitative approaches (like optimizing charitable Sharpe ratios) when allocating to charities, instead being willing to make concentrated bets on specific causes they believe in, contrary to their professional diversification practices.

factualpending

Speaker

Cliff Asness

Evidence Quote

we're not quants when it comes to charity we're not trying to build the highest sharp ratio charity portfolio

Source

Volatility Laundering in PE, International Diversification, Value Vs Growth and Systematic InvestingMoney Maze Podcast
Created: 8/11/2026, 6:56:05 AM

My Notes

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