Michele L. Aghassi
19 years of experience
12 years at AQR
Ph.D., Massachusetts Institute of Technology
B.S., Brown University
Michele is co-head of research in AQR’s Global Stock Selection group. She played a key role in launching the firm’s emerging equities strategy in 2008 and is responsible for oversight of emerging-market stock selection. Michele has contributed to the advancement of our investment process in a variety of areas, and developed the proprietary robust optimization technology that AQR uses to build portfolios. In addition, Michele serves on the Editorial Advisory Board of the Journal of Portfolio Management. Michele graduated magna cum laude from Brown University with a B.Sc. in applied mathematics. She also earned a Ph.D. in operations research from the Massachusetts Institute of Technology, where she was a National Science Foundation Graduate Research Fellow and an MIT Presidential Graduate Fellow. Between Brown and MIT, Michele worked as a quantitative analyst in the proprietary equities department of D.E. Shaw & Co.