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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, Robert J. Krail, 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
www.aqrcapital.com
http://www.aqrcapital.com
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