Quant Congress USA: "Only models were reliable during crisis," says AQR CRO

Laurie Carver
16 Jul 2010

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Quantitative models were the only thing practitioners could rely on during the crisis while all else was failing in financial markets, according to the chief risk officer (CRO) of asset manager AQR.

Aaron Brown mounted a passionate defence of modelling during a panel discussion at Risk's Quant Congress USA event in New York, while launching a scathing critique of the general health of the financial system, and predicting a new crisis "within the next five years".

After Michael Sullivan, director

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