AQR is a global investment management firm built at the intersection of financial theory and practical application. We strive to deliver long-term results for our clients by seeking to filter out market noise to identify and isolate what matters most, and to develop ideas that stand up to rigorous testing. Our focus on practical insights and analysis has made us leaders in alternative and traditional strategies since 1998.
Team
Andrea Frazzini, Ph.D.
Principal
Andrea Frazzini is a Principal at AQR Capital Management, where he is the Head of our Global Stock Selection team. He is also a Lecturer in Management at the Yale School of Management and an Adjunct Professor of Finance at New York University’s Stern School of Business. He has published in top academic journals and won several awards for his research, including the Smith Breeden Award, the Fama-DFA Prize, the BGI Michael Brennan Award, several Bernstein Fabozzi/Jacobs Levy Awards and the PanAgora Crowell Memorial Prize. Prior to joining AQR, Andrea was an associate professor of finance at the University of Chicago’s Graduate School of Business and a Research Associate at the National Bureau of Economic Research. He also served as a consultant for DKR Capital Partners and J.P. Morgan Securities and was on the board of directors of the Center for Research in Security Prices at the University of Chicago. He earned a B.S. in economics from the University of Roma Tre, an M.S. in economics from the London School of Economics and a Ph.D. in economics from Yale University.
Michele Aghassi, Ph.D., CFA
Principal
Michele Aghassi is a Principal at AQR Capital Management and a portfolio manager for the firm’s equity 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.
Laura Serban, Ph.D.
Principal
Funds
Commissions, trailing commissions, management fees and expenses all may be associated with investment funds. Investors should carefully consider a fund’s investment objectives and strategies, risks, fees and expenses before investing. Please read the offering documents before investing. Investment funds are not guaranteed. Fund values change frequently and past performance may not be repeated.
This material is intended to be of general interest only and should not be construed as individual investment advice or a recommendation or solicitation to buy, sell or hold any security or to adopt any investment strategy. It does not constitute legal or tax advice.