Our data is mission critical, so we had to assure that there is not a single point of failure in our network," states Jerry Levine, vice president and head of IT for AQR
Risk Parity II MV Fund targets a moderate annualized level of volatility, 10%, while the AQR
Risk Parity II HV Fund aims for a higher target annualized level of volatility, 15%.
The firm created the AQR
Insight Award to recognize researchers and encourage them to further focus their efforts on practical investment strategies that benefit institutional investors and financial advisors.
The Association is pleased to present the 2011 Risk Manager of the Year Award to Aaron Brown, Head of Risk Management at AQR
of the University of Chicago, presents to the AQR
Insight Award Committee on Apr.
Capital Management will be relocating and expanding from the firm's current Manhattan offices at 900 Third Avenue.
In the stress test that followed the AQR
exercise, participating banks were tested against a baseline and an adverse scenario based on the EBA common methodology and assumptions.
According to AQR
, the Fund was created to provide mutual fund investors with access to several alternative and innovative investment strategies.
Alternatives Fund Manager of the Year: Brian Hurst, Yao Hua Ooi, and team, AQR
Managed Futures Strategy I (AQMIX)
is published by teams of researchers at Wichita State University in Kansas and Purdue University in Indiana.
The European Central Bank (ECB) has today published a manual detailing how it will incorporate findings from its AQR
into stress test projections.
is an industry benchmark that measures airline reliability and service.