May 21, 2018
More careful thinking is needed to separate facts from fiction in the hotly contested debate between active and passive investing.
Read moreMay 14, 2018
We show how separating a portfolio into an active long-short portfolio and a passive index portfolio can have significant tax benefits.
Read moreMay 14, 2018
Despite its long and illustrious history, much confusion about the size effect remains. We examine common claims about the size effect and seek to clarify some of the misunderstanding surrounding it.
Read moreOur Approach
Cliff's Perspectives
March 1, 2018
We model when a hockey coach should pull the goalie when trailing and then discuss how our results relate to key lessons for portfolio and risk management, and business in general.
Read moreFebruary 15, 2018
Just how volatile was the recent market ride? Cliff Asness puts the volatility into perspective in terms of both its absolute and surprise levels.
Read moreOur History
AQR Capital Management, LLC, (“AQR”) provides links to third-party websites only as a convenience, and the inclusion of such links does not imply any endorsement, approval, investigation, verification or monitoring by us of any content or information contained within or accessible from the linked sites. If you choose to visit the linked sites, you do so at your own risk, and you will be subject to such sites' terms of use and privacy policies, over which AQR.com has no control. In no event will AQR be responsible for any information or content within the linked sites or your use of the linked sites.
You are about to leave AQR.com and are being re-directed to {siteName}. Please note that the {siteName} site may be subject to rules and regulations that may differ significantly from those to which the AQR website is subject and may not be appropriate for use by residents in all jurisdictions. Your access to and use of the {siteName} site will be subject to the applicable Terms of Use posted on the site.