Bibliography

There have been recent incidents of individuals and groups falsely claiming to be associated with AQR on social media platforms. These imposters have engaged in a variety of unauthorized conduct, including soliciting customers to carry out trading activities with them, impersonating AQR using the genuine names of AQR senior executives or employees to offer investment opportunities, claiming to offer investment training courses that are supposedly provided by AQR or claiming that AQR is backing certain initial coin offerings or is otherwise engaged in crypto related trading activity. There have also been fake websites and mobile applications that claim to be AQR (or associated with AQR) when in fact they are not. These are scams and not authorized by AQR in any way.

Please be aware that AQR does not engage in any investment activities, provide training or financial services, or conduct other regulated activities through social media platforms or messaging apps. Similarly, AQR, its executives and employees do not contact prospects, clients or members of the public via social media platforms or messaging apps such as WhatsApp, Discord and Telegram to offer investment opportunities. AQR does not offer direct investments in cryptocurrencies or other digital assets, it does not provide a trading platform to members of the public, it does not have a mobile app, and it does not offer investment training courses to the public.

AQR and its partners, employees, directors, officers, advisors, successors, and agents are not responsible for any conduct by unauthorized parties and channels, nor are they responsible for the services or information provided by such unauthorized parties and channels. If you have any questions or wish to ascertain whether you are communicating with an authorized representative of AQR, please contact us at https://www.aqr.com/Contact-Us. If you believe that you or someone you know has been a victim of fraud, please report the matter to your local law enforcement or other relevant authorities. For India residents, you may lodge a report at the national cybercrime reporting portal (https://cybercrime.gov.in).

Factor/Style Investing

Style Bibliography

May 13, 2015 - AQR Capital Management

We have compiled a list of books, journal articles and working papers that were helpful in developing our research around style investing.

Alternative Investing

Trend Following

January 8, 2015 - AQR Capital Management

Here is a selected list of books, journal articles and working papers that we found helpful in developing our research around Trend Following strategies.

Value

Value Investing Bibliography

June 4, 2014 - AQR Capital Management

We have compiled a list of books, journal articles and working papers that were helpful in developing our research around value strategies.

Momentum

Momentum Bibliography

May 28, 2014 - AQR Capital Management

We have compiled a list of books, journal articles and working papers that were helpful in developing our research around momentum strategies.

Carry

Carry Bibliography

May 28, 2014 - AQR Capital Management

We have compiled a list of books, journal articles and working papers that were helpful in developing our research around carry investing.

Defensive

Defensive Equity Bibliography

May 28, 2014 - AQR Capital Management

We have compiled a list of books, journal articles and working papers that were helpful in developing our research around defensive equity investing.