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Data Set

Value and Momentum Everywhere: Portfolios, Monthly

March 31, 2025

We have updated our data set for our paper “Value and Momentum Everywhere,” in which we find consistent value and momentum return premia across eight diverse markets and asset classes, and a common factor structure among their returns.

AQR’s “The Less Efficient Market Hypothesis” Wins “Outstanding Article” Recognition in 26th Annual Bernstein Fabozzi/Jacobs Levy Awards

March 20, 2025

“The Less-Efficient Market Hypothesis,” authored by AQR Founding and Managing Principal Cliff Asness, was awarded an “Outstanding Article” recognition in the 26th Annual Bernstein Fabozzi/Jabos Levy Awards..

Data Set

How Do Factor Premia Vary Over Time? A Century of Evidence, Factor Data Monthly

December 31, 2024

This is the updated data set related to the paper “How Do Factor Premia Vary Over Time? A Century of Evidence,” in which we examine four prominent factor premia – value, momentum, carry, and defensive – over a century from six asset classes.

AQR Named a P&I Best Place to Work in Money Management for Eighth Consecutive Year

December 13, 2024

AQR has been recognized as one of Pensions & Investments’ Best Places to Work in Money Management for 2024, marking the eighth consecutive year that the firm has received this distinction.

CNBC Interviews AQR’s Jordan Brooks, Co-Head of the Macro Strategies Group

October 2, 2024

Jordan Brooks, AQR Principal and Co-Head of the Macro Strategies Group, recently was interviewed on CNBC. In the wide-ranging discussion, Jordan talked about the elevated level of macroeconomic certainty, why it may lead to more market volatility ahead, and how diversifying liquid alternatives can help investors’ build portfolios that are more resilient to macro risks.

Perspective

The Less-Efficient Market Hypothesis

September 3, 2024 - Cliff Asness

I argue that over the past 30+ years markets have become less informationally efficient in the relative pricing of common stocks, particularly over medium horizons

Financial Times Interviews Cliff Asness

March 15, 2024

AQR Managing Principal Cliff Asness was interviewed for a Q&A feature in the Financial Times’ Unhedged column.

AQR Paper Wins Best Article in the 25th Annual Bernstein Fabozzi/Jacobs Levy Awards

March 1, 2024

AQR’s “Fact, Fiction, and Factor Investing” was awarded the 25th Annual Bernstein Fabozzi/Jacobs Levy Award for Best Article published in The Journal of Portfolio Management during the volume year 2023.

Quick Takes

Top Three Investment Ideas to Consider for 2024

February 26, 2024

We highlight value, alternative trend strategies, and emerging market equities as top three investment ideas to consider for 2024.

AQR and iCapital® Partner to Provide Canadian Investors Access to AQR’s Liquid, Diversifying Alternative Strategies

January 30, 2024

AQR and iCapital, the global fintech platform driving access to alternative investments for the wealth management industry, today announced a strategic partnership enabling qualified accredited Canadian investors to access AQR’s liquid, diversifying alternative strategies.