Michele L. Aghassi

Michele Aghassi is a Principal at AQR Capital Management and a portfolio manager for the firm's equity strategies. She is also the Head of Sustainable Investing, responsible for the research and portfolio management of our sustainable strategies. Over nearly two decades at AQR, Michele has been a leader in research and strategy development and served as Co-Head of Global Stock Selection Research for a number of years. Additionally, she drove the development and launch of the firm's emerging equity strategies and architected the proprietary optimization methodology that AQR uses to build portfolios.  Her research on quantitative investing has been published in the Journal of Portfolio Management and in Equity Valuation and Portfolio Management, a volume edited by Frank Fabozzi and Harry Markowitz, and she has served on the Editorial Advisory Board of the Journal of Portfolio Management.  Michele has been a speaker at financial conferences internationally and a featured quantitative investing podcast guest. Earlier in her career, she was a quantitative analyst in the proprietary equities department of D.E. Shaw & Co.  Michele holds a Ph.D. in operations research from MIT and a B.Sc. in applied mathematics from Brown University.

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