AJG Investments was set up in London in 1989 to manage Japanese equity warrant portfolios as a cash extraction model. A branch was opened in Tokyo in 1991 and subsequent branches and joint ventures were opened in South America, Brazil, through Mexico and Argentina. AJG Investments currently also have branches in Moscow, Azerbaijan, a joint venture in Kyrgistan, and another in Ukraine. In the United States, AJG Investments has offices in Boston, New York, and Florida.

In Azerbaijan, AJG Investments is actively working with government agencies for the creation of the capital markets. It is the only licensed broker in Azerbaijan offering insurance on privatization voucher holdings. In Russia, AJG Investments created the Russian Company Handbook. The company's function in the former CIS is advisor and originator of deals.