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AQR Named a P&I Best Place to Work in Money Management for Ninth Consecutive Year
December 10, 2025
AQR has been recognized as one of Pensions & Investments’ Best Places to Work in Money Management for 2025, marking the ninth consecutive year that the firm has received this distinction.
Data Set
The Devil in HML's Details: Factors, Monthly
October 31, 2025
We have updated and extended our data set for “The Devil in HML’s Details” (Asness and Frazzini, 2013). We include long/short HML Devil returns for the U.S. and 23 international equity markets updated monthly.
Data Set
The Devil in HML's Details: Factors, Daily
October 31, 2025
We have updated and extended our data set for “The Devil in HML’s Details” (Asness and Frazzini, 2013). We include long/short HML Devil returns for the U.S. and 23 international equity markets updated monthly.
Data Set
Value and Momentum Everywhere: Factors, Monthly
October 31, 2025
We have updated and extended the data set for the paper, “Value and Momentum Everywhere.” Our research shows consistent value and momentum return premia in eight diverse markets and asset classes, and a common factor structure among their returns.
Data Set
Value and Momentum Everywhere: Portfolios, Monthly
October 31, 2025
We have updated our data set for our paper “Value and Momentum Everywhere,” in which we find consistent value and momentum return premia across eight diverse markets and asset classes, and a common factor structure among their returns.
AQR’s “The Less Efficient Market Hypothesis” Wins “Outstanding Article” Recognition in 26th Annual Bernstein Fabozzi/Jacobs Levy Awards
March 20, 2025
“The Less-Efficient Market Hypothesis,” authored by AQR Founding and Managing Principal Cliff Asness, was awarded an “Outstanding Article” recognition in the 26th Annual Bernstein Fabozzi/Jabos Levy Awards..
Data Set
How Do Factor Premia Vary Over Time? A Century of Evidence, Factor Data Monthly
December 31, 2024
This is the updated data set related to the paper “How Do Factor Premia Vary Over Time? A Century of Evidence,” in which we examine four prominent factor premia – value, momentum, carry, and defensive – over a century from six asset classes.
AQR Named a P&I Best Place to Work in Money Management for Eighth Consecutive Year
December 13, 2024
AQR has been recognized as one of Pensions & Investments’ Best Places to Work in Money Management for 2024, marking the eighth consecutive year that the firm has received this distinction.
CNBC Interviews AQR’s Jordan Brooks, Co-Head of the Macro Strategies Group
October 2, 2024
Jordan Brooks, AQR Principal and Co-Head of the Macro Strategies Group, recently was interviewed on CNBC. In the wide-ranging discussion, Jordan talked about the elevated level of macroeconomic certainty, why it may lead to more market volatility ahead, and how diversifying liquid alternatives can help investors’ build portfolios that are more resilient to macro risks.
Perspective
The Less-Efficient Market Hypothesis
September 3, 2024
I argue that over the past 30+ years markets have become less informationally efficient in the relative pricing of common stocks, particularly over medium horizons