FAIR VALUE MEASUREMENTS - Valuation Methodologies and Significant Unobservable Inputs (Details)	9 Months Ended
	Sep. 30, 2018 USD ($) $ / barrel
Level III
Level III investments and other financial instruments by valuation methodologies
Private equity, fair value	$ 5,924,228,000
Credit, fair value	6,451,741,000
Investments of consolidated CFEs, fair value	1,096,074,000
Debt obligations of consolidated CFEs, fair value	1,083,107,000
Real assets, fair value	3,279,482,000
Equity method - other, fair value	1,402,852,000
Other investments, fair value	$ 1,755,120,000
Level III | Inputs to market comparables, discounted cash flow and transaction price | Minimum
Level III investments and other financial instruments by valuation methodologies
Other investments, measurement input	0.000
Level III | Inputs to market comparables, discounted cash flow and transaction price | Maximum
Level III investments and other financial instruments by valuation methodologies
Other investments, measurement input	1.000
Private Equity | Level III
Level III investments and other financial instruments by valuation methodologies
Private equity, fair value	$ 3,808,759,000
Growth Equity | Level III
Level III investments and other financial instruments by valuation methodologies
Private equity, fair value	2,115,469,000
Energy | Level III
Level III investments and other financial instruments by valuation methodologies
Real assets, fair value	1,878,488,000
Real Estate | Level III
Level III investments and other financial instruments by valuation methodologies
Real assets, fair value	$ 1,182,047,000
Illiquidity Discount | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.05
Illiquidity Discount | Level III | Inputs to market comparables, discounted cash flow and transaction price | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	0.098
Other investments, measurement input	0.101
Illiquidity Discount | Level III | Inputs to market comparables, discounted cash flow and transaction price | Minimum
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	0.050
Other investments, measurement input	0.050
Illiquidity Discount | Level III | Inputs to market comparables, discounted cash flow and transaction price | Maximum
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	0.150
Other investments, measurement input	0.200
Illiquidity Discount | Private Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.056
Illiquidity Discount | Private Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.050
Illiquidity Discount | Private Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Maximum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.150
Illiquidity Discount | Growth Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.115
Illiquidity Discount | Growth Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.100
Illiquidity Discount | Growth Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Maximum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.200
Weight Ascribed to Market Comparables | Level III | Inputs to market comparables, discounted cash flow and transaction price | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	0.466
Other investments, measurement input	0.264
Weight Ascribed to Market Comparables | Level III | Inputs to market comparables, discounted cash flow and transaction price | Minimum
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	0.000
Weight Ascribed to Market Comparables | Level III | Inputs to market comparables, discounted cash flow and transaction price | Maximum
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	0.500
Weight Ascribed to Market Comparables | Private Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.275
Weight Ascribed to Market Comparables | Private Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.000
Weight Ascribed to Market Comparables | Private Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Maximum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.500
Weight Ascribed to Market Comparables | Growth Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.291
Weight Ascribed to Market Comparables | Growth Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.000
Weight Ascribed to Market Comparables | Growth Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Maximum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	1.000
Weight Ascribed to Discounted Cash Flow | Level III | Inputs to market comparables, discounted cash flow and transaction price | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	0.456
Other investments, measurement input	0.419
Weight Ascribed to Discounted Cash Flow | Level III | Inputs to market comparables, discounted cash flow and transaction price | Minimum
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	0.000
Other investments, measurement input	0.000
Weight Ascribed to Discounted Cash Flow | Level III | Inputs to market comparables, discounted cash flow and transaction price | Maximum
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	0.500
Other investments, measurement input	1.000
Weight Ascribed to Discounted Cash Flow | Private Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.698
Weight Ascribed to Discounted Cash Flow | Private Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.050
Weight Ascribed to Discounted Cash Flow | Private Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Maximum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	1.000
Weight Ascribed to Discounted Cash Flow | Growth Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.108
Weight Ascribed to Discounted Cash Flow | Growth Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.000
Weight Ascribed to Discounted Cash Flow | Growth Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Maximum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.750
Weight Ascribed to Discounted Cash Flow | Real Estate | Level III | Inputs to direct income capitalization and discounted cash flow | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	0.641
Weight Ascribed to Discounted Cash Flow | Real Estate | Level III | Inputs to direct income capitalization and discounted cash flow | Minimum
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	0.000
Weight Ascribed to Discounted Cash Flow | Real Estate | Level III | Inputs to direct income capitalization and discounted cash flow | Maximum
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	1.000
Weight Ascribed to Transaction Price | Level III | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	0.078
Weight Ascribed to Transaction Price | Level III | Inputs to market comparables, discounted cash flow and transaction price | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Other investments, measurement input	0.317
Weight Ascribed to Transaction Price | Level III | Inputs to market comparables, discounted cash flow and transaction price | Minimum
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	0.000
Other investments, measurement input	0.000
Weight Ascribed to Transaction Price | Level III | Inputs to market comparables, discounted cash flow and transaction price | Maximum
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	1.000
Other investments, measurement input	1.000
Weight Ascribed to Transaction Price | Private Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.027
Weight Ascribed to Transaction Price | Private Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.000
Weight Ascribed to Transaction Price | Private Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Maximum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.900
Enterprise Value/LTM EBITDA Multiple | Level III | Market comparables | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	11.7
Other investments, measurement input	9.9
Enterprise Value/LTM EBITDA Multiple | Level III | Market comparables | Minimum
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	6.6
Other investments, measurement input	1.2
Enterprise Value/LTM EBITDA Multiple | Level III | Market comparables | Maximum
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	13.0
Other investments, measurement input	13.6
Enterprise Value/LTM EBITDA Multiple | Private Equity | Level III | Market comparables | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	14.7
Enterprise Value/LTM EBITDA Multiple | Private Equity | Level III | Market comparables | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	6.6
Enterprise Value/LTM EBITDA Multiple | Private Equity | Level III | Market comparables | Maximum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	29.5
Enterprise Value/Forward EBITDA Multiple | Level III | Market comparables | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	10.7
Other investments, measurement input	8.7
Enterprise Value/Forward EBITDA Multiple | Level III | Market comparables | Minimum
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	5.8
Other investments, measurement input	0.7
Enterprise Value/Forward EBITDA Multiple | Level III | Market comparables | Maximum
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	13.5
Other investments, measurement input	12.0
Enterprise Value/Forward EBITDA Multiple | Private Equity | Level III | Market comparables | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	15.2
Enterprise Value/Forward EBITDA Multiple | Private Equity | Level III | Market comparables | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	5.8
Enterprise Value/Forward EBITDA Multiple | Private Equity | Level III | Market comparables | Maximum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	20.2
Weighted Average Cost of Capital | Level III | Discounted cash flow | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	0.082
Other investments, measurement input	0.161
Weighted Average Cost of Capital | Level III | Discounted cash flow | Minimum
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	0.095
Equity method - other, measurement input	0.059
Other investments, measurement input	0.075
Weighted Average Cost of Capital | Level III | Discounted cash flow | Maximum
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	0.142
Equity method - other, measurement input	0.114
Other investments, measurement input	0.300
Weighted Average Cost of Capital | Private Equity | Level III | Discounted cash flow | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.104
Weighted Average Cost of Capital | Private Equity | Level III | Discounted cash flow | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.061
Weighted Average Cost of Capital | Private Equity | Level III | Discounted cash flow | Maximum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.136
Weighted Average Cost of Capital | Energy | Level III | Discounted cash flow | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	0.104
Enterprise Value/LTM EBITDA Exit Multiple | Level III | Discounted cash flow | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	10.6
Other investments, measurement input	7.5
Enterprise Value/LTM EBITDA Exit Multiple | Level III | Discounted cash flow | Minimum
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	6.0
Other investments, measurement input	6.3
Enterprise Value/LTM EBITDA Exit Multiple | Level III | Discounted cash flow | Maximum
Level III investments and other financial instruments by valuation methodologies
Equity method - other, measurement input	12.5
Other investments, measurement input	8.5
Enterprise Value/LTM EBITDA Exit Multiple | Private Equity | Level III | Discounted cash flow | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	12.0
Enterprise Value/LTM EBITDA Exit Multiple | Private Equity | Level III | Discounted cash flow | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	5.2
Enterprise Value/LTM EBITDA Exit Multiple | Private Equity | Level III | Discounted cash flow | Maximum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	14.0
Weight Ascribed to Milestones | Growth Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.601
Weight Ascribed to Milestones | Growth Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.000
Weight Ascribed to Milestones | Growth Equity | Level III | Inputs to market comparables, discounted cash flow and transaction price | Maximum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	1.000
Base | Growth Equity | Level III | Scenario Weighting | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.584
Base | Growth Equity | Level III | Scenario Weighting | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.400
Base | Growth Equity | Level III | Scenario Weighting | Maximum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.800
Downside | Growth Equity | Level III | Scenario Weighting | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.170
Downside | Growth Equity | Level III | Scenario Weighting | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.050
Downside | Growth Equity | Level III | Scenario Weighting | Maximum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.300
Upside | Growth Equity | Level III | Scenario Weighting | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.246
Upside | Growth Equity | Level III | Scenario Weighting | Minimum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.100
Upside | Growth Equity | Level III | Scenario Weighting | Maximum
Level III investments and other financial instruments by valuation methodologies
Private equity, measurement input	0.450
Yield | Level III | Discounted cash flow | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Debt obligations of consolidated CFEs, measurement input	0.064
Yield | Level III | Discounted cash flow | Minimum
Level III investments and other financial instruments by valuation methodologies
Debt obligations of consolidated CFEs, measurement input	0.024
Yield | Level III | Discounted cash flow | Maximum
Level III investments and other financial instruments by valuation methodologies
Debt obligations of consolidated CFEs, measurement input	0.165
Yield | Level III | Yield Analysis | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Credit, measurement input	0.070
Yield | Level III | Yield Analysis | Minimum
Level III investments and other financial instruments by valuation methodologies
Credit, measurement input	0.035
Yield | Level III | Yield Analysis | Maximum
Level III investments and other financial instruments by valuation methodologies
Credit, measurement input	0.265
Net Leverage | Level III | Yield Analysis | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Credit, measurement input	1.8
Net Leverage | Level III | Yield Analysis | Minimum
Level III investments and other financial instruments by valuation methodologies
Credit, measurement input	0.5
Net Leverage | Level III | Yield Analysis | Maximum
Level III investments and other financial instruments by valuation methodologies
Credit, measurement input	32.1
EBITDA Multiple | Level III | Yield Analysis | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Credit, measurement input	9.4
EBITDA Multiple | Level III | Yield Analysis | Minimum
Level III investments and other financial instruments by valuation methodologies
Credit, measurement input	0.1
EBITDA Multiple | Level III | Yield Analysis | Maximum
Level III investments and other financial instruments by valuation methodologies
Credit, measurement input	32.3
Average Price Per BOE | Level III | Discounted cash flow | Minimum
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input | $ / barrel	43.86
Average Price Per BOE | Level III | Discounted cash flow | Maximum
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input | $ / barrel	49.98
Average Price Per BOE | Energy | Level III | Discounted cash flow | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input, value	$ 47.06
Weight Ascribed to Direct Income Capitalization | Real Estate | Level III | Inputs to direct income capitalization and discounted cash flow | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	0.359
Weight Ascribed to Direct Income Capitalization | Real Estate | Level III | Inputs to direct income capitalization and discounted cash flow | Minimum
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	0.000
Weight Ascribed to Direct Income Capitalization | Real Estate | Level III | Inputs to direct income capitalization and discounted cash flow | Maximum
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	1.000
Current Capitalization Rate | Real Estate | Level III | Direct income capitalization | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	0.057
Current Capitalization Rate | Real Estate | Level III | Direct income capitalization | Minimum
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	0.006
Current Capitalization Rate | Real Estate | Level III | Direct income capitalization | Maximum
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	0.120
Unlevered Discount Rate | Real Estate | Level III | Discounted cash flow | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	0.086
Unlevered Discount Rate | Real Estate | Level III | Discounted cash flow | Minimum
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	0.045
Unlevered Discount Rate | Real Estate | Level III | Discounted cash flow | Maximum
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	0.180
Infrastructure | Level III
Level III investments and other financial instruments by valuation methodologies
Real assets, fair value	$ 218,900,000
Infrastructure | Weighted Average Cost of Capital | Level III | Discounted cash flow | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	0.071
Infrastructure | Enterprise Value/LTM EBITDA Exit Multiple | Level III | Discounted cash flow | Weighted Average
Level III investments and other financial instruments by valuation methodologies
Real assets, measurement input	12.0
Real Assets | Energy | Level III | Discounted cash flow
Level III investments and other financial instruments by valuation methodologies
Revenue ratio of liquids	90.00%
Revenue ratio of natural gas	10.00%