AQR is a global investment management firm built at the intersection of financial theory and practical application. We invest on behalf of our clients — from pension funds and insurance companies to endowments and foundations to sovereign wealth funds and financial advisors. Our commitment to our clients is to help them exceed their long-term objectives. We do this by filtering out market noise to identify and isolate what matters most, and by implementing ideas that stand up to rigorous testing.

Our focus on research-driven, practical insights powered by advanced technology, economic intuition and firm-wide risk management, has made us leaders in alternative and traditional strategies and explains why so many types of investors seek our expertise in meeting their financial challenges.

Latest News and Insights

  • July 28, 2016

    Insights in Action Webinar: What's Value Got to Do With It?

    Topic: Insights in Action, Webinar, Value Timing, Style Portfolio

    Can Value Timing Improve a Style Portfolio?

    Just like asset classes, styles - or factors - can become cheaper or more expensive than average. In this webinar, Cliff Asness and Ronen Israel discuss whether this information can be used to build a better style portfolio, and compare value timing to strategic diversification for style investors. They also take a look at the style landscape today, evaluating the extent to which concerns of expensiveness and crowding actually show up in prices.

  • July 13, 2016

    AQR Asset Management Institute at LBS presents AQR Scholar Award 2016

    Topic: AQR Asset Management Institute, London Business School, LBS, Scholar Award

    LBS students Charles Boissé and Stefano Filippi received the AQR Scholar Award at the Masters in Finance Final Dinner, held at Madame Tussauds in London on Tuesday, July 12, while Paolo Pio from the EMBA program received the AQR Scholar Award during the Capstone event on Wednesday, July 13.

    AQR Founding Principal David Kabiller announced, “We are pleased to congratulate this year’s award winners. They were selected from an outstanding student body for their academic achievements, innovative perspectives and their leadership qualities. We wish them great success and encourage them to mentor and inspire others towards achieving excellence.”

    The awards, which recognize outstanding academic performance and include a prize of £10,000, were presented by Stephen Schaefer, Professor of Finance, Deputy Dean (Faculty) and Academic Director, AQR Asset Management Institute at London Business School and Scott Richardson, Managing Director, AQR Capital Management and Professor of Management Practice in Accounting, London Business School.

  • AQR has announced the winners of its fifth annual AQR Insight Award, which honors exceptional unpublished papers that provide original, intelligent approaches to important issues in the investment world. First Prize was awarded to two papers:

    • A Tough Act to Follow: Contrast Effects in Financial Markets” by Samuel M. Hartzmark, Ph.D., University of Chicago Booth School of Business, and Kelly Shue, Ph.D., University of Chicago Booth School of Business and NBER; and,
    • Size Discovery” by Darrell Duffie, Ph.D., Graduate School of Business, Stanford University, and Haoxiang Zhu, Ph.D., MIT Sloan School of Management.

    The authors share the $100,000 prize.

  • Copenhagen Business School and AQR Capital Management today announced the winners of the 2016 AQR Top Finance Graduate Award. Six Ph.D. students from leading universities around the world are this year’s award recipients. They are: Asaf Bernstein, MIT Sloan School of Business; Arpit Gupta, Columbia Business School; Elisabeth Kempf, Tilburg University; Song Ma, Duke University’s Fuqua School of Business; David Schoenherr, London Business School; and, Michael Schwert, Stanford Graduate School of Business

    Now in its fourth year, the AQR Top Finance Graduate Award at Copenhagen Business School (CBS) recognises those Ph.D. graduates whose dissertation and broader research carry the greatest potential impact in both practice and academia. Winners are determined by a committee of renowned academics.