Asness has been a pioneer in applying quantitative methods to equity investing for 20+ years and has authored numerous academic papers on value and momentum strategies, earning recognition including the Graham and Dodd Award and the CFA Institute's James R. Vertin Award.

AQR was started by Asness and business partners from Goldman Sachs in 1998 with the goal of implementing quantitative value-and-momentum strategies across multiple asset classes and geographies.