Back to AMG Affiliates

AQR Capital Management LLC

Investment Discipline

AQR Capital Management LLC ("AQR") is an investment management firm employing a disciplined multi-asset, global research process. AQR's investment products are provided through a limited set of collective investment vehicles and separate accounts that utilize all or a subset of AQR's investment strategies. These investment products span from aggressive high volatility market-neutral hedge funds, to low volatility benchmark-driven traditional products. Investment decisions are made using a series of global asset allocation, arbitrage, and security selection models, and implemented using proprietary trading and risk-management systems. AQR believes that a systematic and disciplined process is essential to achieve long-term success in investment and risk management. In addition, models must be based on solid economic principles, not simply built to fit the past, and must contain as much common sense as they do statistical firepower. The principals of the firm have been pursuing this research since the late 1980s, and have been implementing this research in one form or another since 1993. The research of AQR's principals is internationally renowned and has resulted in numerous published papers in a variety of professional journals since 1991.

The Firm

The firm's founding principals, Clifford S. Asness, Ph.D., David G. Kabiller, CFA, and John M. Liew, Ph.D., and several colleagues founded AQR in January 1998. AQR manages assets for some of the largest institutional investors from the United States, Europe and Asia. The company is based in Greenwich, Connecticut.

Contact Information

Two Greenwich Plaza, 3rd Floor
Greenwich, CT 06830-6353
(203) 742-3600
www.aqrcapital.com