Lars N. Nielsen

21 years of experience
21 years at AQR
M.Sc., B.Sc., University of Copenhagen

Lars Nielsen is a Principal at AQR Capital Management, where he is the Co-Head of Portfolio Management, Research, Risk and Trading and is a member of the firm’s Executive Committee. In this role, he oversees research, portfolio management, portfolio implementation, portfolio finance, trading and risk functions for the firm. Previously, he was the Chief Risk Officer at the firm, overseeing AQR's global risk function, which is responsible for the identification, measurement, monitoring and management of all financial and non-financial risks across the firm. Prior to that, Lars oversaw research in AQR’s Global Stock Selection and Global Asset Allocation teams, and was part of the portfolio management teams for a number of AQR’s multistrategy hedge funds and long-only equity portfolios. Lars is a member of the Advisory Board of the NYU Stern Volatility and Risk Institute and has been a guest speaker at Stanford University. His research has been published in The Review of Financial Studies, The Financial Analysts Journal, The Journal of Portfolio Management and The Journal of Investing. Prior to joining AQR, Lars was a quantitative equity analyst at Danske Invest. Lars earned a B.Sc. and an M.Sc. in economics from the University of Copenhagen.


Recent Contributions

Contributed to Equity Valuation and Portfolio Management, a book edited by Frank Fabozzi and Harry Markowitz

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