AQR Capital Management LLC
AQR Capital Management, LLC is an investment management firm employing a disciplined multi-asset, global research process covering global mandates as well as U.S., international and emerging markets in long-only and absolute return strategies. The Company's investment products are provided through a limited set of collective investment vehicles, separate accounts, and sub-advised mutual funds that deploy all or a subset of the Company'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.
We are research-driven investors who use quantitative processes to build and implement portfolios. The views we hold are based on economic fundamentals (with an overlay of common sense), but are backed by statistical firepower and several decades of academic research into the behavior of financial markets and their participants. The principals of the firm have been pursuing this research since the late 1980s, and have been implementing it since the early 1990s. The research of AQR's principals is internationally renowned and has resulted in numerous published papers in a variety of professional journals since 1991.