Clifford Asness | Quant researcher Profile

AQR founder and pioneer of factor investing who wrote his PhD on momentum under Eugene Fama

The LSE Directory / Quant researchers

Clifford S. Asness is the founder and Chief Investment Officer of AQR Capital Management, which he established in 1998. He completed his PhD at the University of Chicago under Eugene Fama, where his dissertation provided early evidence for the momentum factor, later formalised with Jegadeesh and Titman. AQR systematically applies academic factor research to deliver long-only, hedge fund and risk-premia strategies.

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