20 for Twenty: Selected Papers from AQR Capital Management

Topics - Macroeconomics

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20 for Twenty: Selected Papers from AQR Capital Management

AQR is a pioneer as a quantitative investor and as a publisher of influential academic research. This exclusive anthology commemorates our 20 th 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.


The 20 papers selected for this collection have formed the backbone of AQR’s investment philosophy. They explore the innovative ideas that have given rise to an array of systematic global investment strategies and have made a lasting impact on investor portfolios. Some of the papers provide overarching perspectives on investment questions, practices, and strategies, while others focus on practical implementation.

This book is available for download on Kindle and e-Readers.


Mobi (Kindle)

E-pub (e-readers)



The views and opinions expressed herein are those of the author and do not necessarily reflect the views of AQR Capital Management, LLC, its affiliates or its employees.


The information contained herein is only as current as of the date indicated, and may be superseded by subsequent market events or for other reasons. Neither the author nor AQR undertakes to advise you of any changes in the views expressed herein.


This information is not intended to, and does not relate specifically to any investment strategy or product that AQR offers. It is being provided merely to provide a framework to assist in the implementation of an investor’s own analysis and an investor’s own view on the topic discussed herein.


Past performance is no guarantee of future results.

Certain publications may have been written prior to the author being an employee of AQR.