AQR is a pioneer as a quantitative investor and as a publisher of influential academic research. This exclusive anthology commemorates our 20th anniversary. It traces the practical research contributions of our founders and our team of accomplished researchers to the field of financial economics and the investing world over the past two decades.
Learn MoreDecember 17, 2018
Do fixed income (FI) managers generate alpha? We take a deep dive into the determinants of excess of benchmark returns for a broad set of popular active FI categories.
Read moreOctober 17, 2018
We show how the field of machine learning can be used to empirically investigate asset premia including momentum, liquidity, and volatility.
Read moreDecember 12, 2018
We propose a method for constructing conditional option return distributions.
Read moreOur Approach
Cliff's Perspectives
December 19, 2018
Cliff discusses why many of the breathless articles and TV headlines we’ve seen lately about the overall U.S. stock market are just not that interesting.
Read moreOur History
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