Lars N. Nielsen

Lars Nielsen is a Principal at AQR Capital Management. In his role, Lars is a portfolio manager and a senior member of Business Development, focusing on the firm’s partnerships with clients around the globe. Throughout his tenure at AQR, Lars has held a number of leadership roles across the firm, most recently as the Co-Head of Portfolio Management, Research, Risk and Trading. Prior to that, Lars was the Chief Risk Officer at the firm, where he was responsible for AQR’s global risk function. Previously, he oversaw research for 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. 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