ANNOX – browse by Media Type

  • The financial markets are not completely efficient, i.e. market abnormalities exist which can be used to generate excess returns.
  • Financial returns experience heavy tail risk, i.e. investment portfolios are constructed to limit exposure to extreme events.

Press Releases

Press clippings2017-06-09T13:10:58+00:00

Press clippings

Relevant articles on our industry.

Machine learning set to shake up equity funds
Financial Times (May 25, 2017)

Tudor Jones backs AI hedge funds 
Financial Times (May 21, 2017)


Working Papers2017-06-01T10:27:47+00:00

Working Papers

Our original research not yet accepted by a peer-reviewed journal; doctoral dissertations.



A series of recorded presentations highlighting key research insights, presented by our experts and portfolio managers.

Books and Periodicals2017-06-01T10:12:11+00:00

Books and Periodicals

Books, chapters and trade-magazine articles written by our researchers.

Words From the Wise2017-06-01T10:11:41+00:00

Words From the Wise

In-depth interviews with some of the best-known and most-successful professional investors.



Research — both journal articles and working papers — that we have found particularly useful in developing our strategies.



Short films on our investment strategies and practices, as well as our history and culture.



A collection of plain-English definitions for many common terms related to investing.

Data Sets2017-06-01T10:09:37+00:00

Data Sets

Simulated returns from published articles (or working papers) by researchers associated with AQR, and returns from the AQR Momentum Indexes.

Journal Articles2017-06-01T10:08:55+00:00

Journal Articles

Our original research that has been published in peer-reviewed academic and practitioner journals.