AQR Capital
 | |
| Limited liability corporation | |
| Industry | Investment management |
| Founded | January 1998 |
| Headquarters | Greenwich, Connecticut, U.S. |
Area served | Worldwide |
Key people |
Cliff Asness, Ph.D. Founding & Managing Principal David Kabiller, CFA Founding Principal John Liew, Ph.D. Founding Principal |
| AUM | $141.4 billion (as of December 31, 2015)[1] |
Number of employees | 617[1] |
| Website | aqr.com |
AQR Capital Management is a quantitative investment management firm based in Greenwich, Connecticut, that manages over $141 billion as of December 31, 2015. It was founded as a hedge fund in 1998 by former Goldman Sachs employees Clifford S. Asness, David Kabiller, John Liew and Robert Krail.
The firm invests in virtually all major asset classes and markets. Its strategies include arbitrage, equity, managed futures, global macro, risk parity, and reinsurance.
Many of the firm's strategies are based on four distinct investment "styles": value, momentum, carry and defensive.
AQR Insight Award
AQR awards a $100,000 annual prize, the AQR Insight Award “to encourage and acknowledge academics whose research promises to be of significant use to institutional investors.”
- 2012 Winners: Bryan Kelly and Seth Pruitt[2]
- 2013 Winners: Martin Lettau, Michael Weber, and Matteo Maggiori[3]
- 2014 Winners: Eric Budish, Peter Cramton, and John J. Shim[4]
- 2015 Co-Winners: Robert Ready, Nikolai Roussanov and Colin Ward / Christopher L. Culp, Yoshio Nozawa and Pietro Veronesi[5]
References
- 1 2 "AQR at a Glance". Retrieved 2016-03-18.
- ↑ "New research wins first annual AQR Insight award". Reuters. Retrieved 2013-11-25.
- ↑ "Market return research wins 2013 AQR Insight Award" (PDF). Retrieved 2013-11-25.
- ↑ "Business Wire". Retrieved 2015-06-08.
- ↑ "Business Wire". Retrieved 2015-06-08.
External links
| |||||||||||||||||||||||||||||||||||||||||||||||||
