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AQR Capital Management, LLC

Investment Discipline

AQR is a global investment management firm built at the intersection of financial theory and practical application. The firm strives to deliver superior, long-term results for its clients by looking past market noise to identify and isolate what matters most, and by developing ideas that stand up to rigorous testing. AQR’s focus on practical insights and analysis has made it a leader in alternative and traditional strategies since 1998.

AQR allocates assets based on risk appetite, not capital. Risk diversification can help provide a more consistent level of realized portfolio volatility without emphasizing one asset class over another. The firm implements that approach by constructing diversified portfolios and using proprietary trading and risk-management systems. AQR’s investment strategies are built on solid economic principles, not simply to fit the past, and contain as much common sense as empirical evidence. 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, Robert J. Krail, and John M. Liew, Ph.D., and several colleagues started 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, and has offices in Chicago, Los Angeles, London, Sydney and Bermuda.

Contact Information

Two Greenwich Plaza
Greenwich, CT 06830-6353
(203) 742-3600
www.aqr.com