Browsing: Hall of Fame

Hall of Fame

Clifford Asness

Jul 15th, 2008 | Filed under: Hall of Fame, Practitioners, Who's Who

Clifford Asness Co-founder, AQR Capital.  Was Managing Director and Director of Quantitative Research for the Asset Management Division at Goldman Sachs.  Ph.D. in Finance from the University of Chicago. Eugene Fama’s student and teaching assistant. Applied Quantitative Research Bio (AQR Capital) Research (SSRN)


Peter Bernstein

Jul 15th, 2008 | Filed under: Hall of Fame, Practitioners, Who's Who

Peter Bernstein Although technically an investment practitioner, Bernstein’s significant contribution to the field of investing takes the form of his two chronicles of modern finance: Capital Ideas and the recently released Capital Ideas Evolving.  In these books, he accomplishes the previously unthinkable: 500+ pages of financial history and theory with zero pagesRead More


Angelo Calvello

Jul 15th, 2008 | Filed under: Hall of Fame, Practitioners, Who's Who

Angelo Calvello Former Executive VP, North America, Man Investments.  Six years with State Street Global Advisors where he helped build the firm’s portable alpha and hedge fund businesses. Relevant Postings (AllAboutAlpha.com)


Jack Coates

Jul 15th, 2008 | Filed under: Hall of Fame, Practitioners, Who's Who

Jack Coates Head of Portable Alpha, Managing Director, Portable Alpha Team, Morgan Stanley Alternative Investment Partners.  Former head of pension plan for Weyerhaeuser. Morgan Stanley AIP Portable Alpha Relevant Postings (AllAboutAlpha.com)    


Alexander Ineichen

Jul 15th, 2008 | Filed under: Hall of Fame, Practitioners, Who's Who

Alexander Ineichen Managing Director and Senior Investment Officer at UBS Alternative Investment Solutions. Author of Absolute Returns & Asymmetric Returns.  Board of Directors of the Chartered Alternative Investment Analyst Association (CAIAA). Bio (CAIA) UBS Alternative & Quantitative Investments Asymmetric Returns (2006) Absolute Returns (2002) Relevant Postings (AllAboutAlpha.com)


Lars Jaeger

Jul 15th, 2008 | Filed under: Hall of Fame, Practitioners, Who's Who

Lars Jaeger Partner and Head of the alternative beta strategies, Partners Group, Switzerland.  Author of several leading hedge funds publications. Bio (Partners Group) Research (SSRN) Relevant Postings (AllAboutAlpha.com)               


Eric Sorensen

Jul 15th, 2008 | Filed under: Hall of Fame, Practitioners, Who's Who

Eric Sorensen President and Chief Executive Officer of PanAgora, and a member of the firm’s Investment and Management Committees.  Prior to joining PanAgora, was the Chief Investment Officer of Structured Equity, and Director of Quantitative Research at Putnam Investments. Bio (PanAgora) PanAgora Interview (Pensions & Investments) Relevant Postings (AllAboutAlpha.com)


Barton Waring

Jul 15th, 2008 | Filed under: Hall of Fame, Practitioners, Who's Who

Barton Waring Managing director and head of the Client Advisory Group at Barclays Global Investors.  Previously, head of Ibbotson Associates. Bio (Yale Alumni Association) Research (SSRN) Relevant Postings (AllAboutAlpha.com)              


Bill Fung

Jul 15th, 2008 | Filed under: Alternative Beta & Hedge Fund Replication, Hall of Fame, Hedge Fund Researchers, Who's Who

Bill Fung Visiting Research Professor at the Centre for Hedge Fund Research and Education, London Business School. Serves on the board of  financial services companies in Europe and North America and is currently Chairman of the Board of Directors of the Maple Financial Group, Canada. Homepage/Contact Information (LBS) Research (SSRN)Read More


David Hsieh

Jul 15th, 2008 | Filed under: Alternative Beta & Hedge Fund Replication, Hall of Fame, Hedge Fund Researchers, Who's Who

David Hsieh Bank of America Professor of Finance, Fuqua School of Business, Duke University.  Homepage (Duke) Research (SSRN), Research (Duke) Recent Course Syllabus (Duke) Relevant Postings (AllAboutAlpha.com)       


Harry Kat

Jul 15th, 2008 | Filed under: Alternative Beta & Hedge Fund Replication, Hall of Fame, Hedge Fund Researchers, Who's Who

Harry Kat Professor of Risk Management at the Cass Business School at City University, London. Before returning to academia, he was Head of Equity Derivatives Europe at Bank of America in London, Head of Derivatives Structuring and Marketing at First Chicago in Tokyo and Head of Derivatives Research at MeesPiersonRead More


Francois-Serge Lhabitant

Jul 15th, 2008 | Filed under: Hall of Fame, Hedge Fund Researchers, Who's Who

Francois-Serge Lhabitant Associate Professor of Finance at EDHEC Business School, Professor of Finance at the University of Lausanne, and a senior advisor to Kedge Capital Partners Bio/Contact Information (Edhec) Research (SSRN) Interview  (Edhec) Relevant Postings (AllAboutAlpha.com)   


Lionel Martellini

Jul 15th, 2008 | Filed under: Hall of Fame, Hedge Fund Researchers, Who's Who

Lionel Martellini Professor of Finance at EDHEC Graduate School of Business (since 2003) and the Scientific Director of Edhec Risk and Asset Management Research Centre.  Former member of the faculty at the Marshall School of Business, University of Southern California. Bio/Contact Information (Edhec) Research (SSRN) Relevant Postings (AlAboutAlpha.com)  


Andrew Lo

Jul 15th, 2008 | Filed under: Hall of Fame, Hedge Fund Researchers, Who's Who

Andrew Lo Harris & Harris Group Professor and director of the Laboratory for Financial Engineering, Sloan School of Business, MIT Laboratory for Financial Engineering (MIT) Research (SSRN) Course Outlines (MIT) Relevant Postings (AllAboutAlpha.com)


Rob Arnott

Jul 15th, 2008 | Filed under: Entrepreneurs, Hall of Fame, Who's Who

Rob Arnott Chairman, Research Affiliates.  Outspoken advocate of Fundamental Indexation. Research Affiliates Bio (Research Affiliates) Fundamental Indexation Relevant Postings (AllAboutAlpha.com)     


Thomas Schneeweis

Jul 15th, 2008 | Filed under: Hall of Fame, Hedge Fund Researchers, Who's Who

Thomas Schneeweis Michael and Cheryl Philipp Professor of Finance, Isenberg School of Management, University of Massachusetts (Amherst).  Homepage (UMass) Contact Information (UMass) Center for International Securities & Derivatives Markets Relevant Postings (AllAboutAlpha.com)  


Narayan Naik

Jul 15th, 2008 | Filed under: Alternative Beta & Hedge Fund Replication, Hall of Fame, Hedge Fund Researchers, Who's Who

Narayan Naik Director of BNP Paribas Hedge Fund Centre, London Business School Faculty Profile (LBS) Research (SSRN) Relevant Postings (AllAboutAlpha.com)


Roger Clarke

Jul 15th, 2008 | Filed under: Entrepreneurs, Hall of Fame, Who's Who

Roger Clarke Chairman, Analytic Investors.   Served as a member of the editorial boards of the Journal of Portfolio Management and the Financial Analysts Journal. He also served on the faculty of Brigham Young University for eight years. Analytic Investors Relevant Postings (AllAboutAlpha.com)


Harindra de Silva

Jul 15th, 2008 | Filed under: Entrepreneurs, Hall of Fame, Who's Who

Harindra de Silva President, Analytic Investors.  Author of several articles and studies on finance-related topics including stock market anomalies, market volatility and asset valuation. Interview (Pensions & Investments) Analytic Investors Research (SSRN) Relevant Postings (AllAboutAlpha.com)  


Ray Dalio

Jul 15th, 2008 | Filed under: Entrepreneurs, Hall of Fame, Who's Who

Ray Dalio President and Chief Investment Officer of Bridgewater Associates (manages $170 billion, $30 billion+ in its “Pure Alpha” hedge fund strategy). Bridgewater Associates Interview (Derivatives Strategy) Relevant Postings (AllAboutAlpha.com)


Roger Ibbotson

Jul 15th, 2008 | Filed under: Entrepreneurs, Hall of Fame, Who's Who

Roger Ibbotson Professor in the Practice of Finance, Yale School of Management.  Chairman and CIO of Zebra Capital Management, LLC. Founder, Advisor and former Chairman of Ibbotson Associates, now a Morningstar Company. Has written numerous books and articles including Stocks Bonds Bills and Inflation. Homepage (Yale) Ibbotson Associates (now Morningstar) ResearchRead More


Bruce Jacobs

Jul 15th, 2008 | Filed under: Entrepreneurs, Hall of Fame, Who's Who

Bruce I. Jacobs Principal, Jacobs Levy Equity Management. R Jacobs Levy Equity Management Bio (Jacobs Levy Equity Management) Research Bibliography (Jacobs Levy Equity Management)


Kenneth Levy

Jul 14th, 2008 | Filed under: Entrepreneurs, Hall of Fame, Who's Who

Kenneth N. Levy Principal, Jacobs Levy Equity Management. R Jacobs Levy Equity Management Bio (Jacobs Levy Equity Management) Research Bibliography (Jacobs Levy Equity Management)


Barr Rosenberg

Jul 14th, 2008 | Filed under: Entrepreneurs, Hall of Fame, Who's Who

Barr Rosenberg Founder, BARRA.  Chairman, AXA Rosenberg Group Bio (Pensions & Investments) AXA Rosenberg Group Relevant Postings (AllAboutAlpha.com)       


William Sharpe

Jul 14th, 2008 | Filed under: Academic Foundations, Hall of Fame, Who's Who

William Sharpe STANCO 25 Professor of Finance, Emeritus, at Stanford University’s Graduate School of Business.  One of the originators of the Capital Asset Pricing Model.  Developed the Sharpe Ratio for investment performance analysis. Bio (Wikipedia) Homepage (Personal) Research (SSRN) Nobel Citation (Nobel Foundation) Relevant Postings (AllAboutAlpha.com)


Harry Markowitz

Jul 14th, 2008 | Filed under: Academic Foundations, CAPM / Alpha Theory, Hall of Fame, Who's Who

Harry Markowitz Formerly at the RAND Corporation, Markowitz won the Nobel Prize in 1990 while a professor of finance at Baruch College of the City University of New York.  Best known for his pioneering work in modern portfolio theory, studying the effects of asset risk, correlation and diversification on expectedRead More


Michael Jensen

Jul 14th, 2008 | Filed under: Academic Foundations, Hall of Fame, Who's Who

Michael Jensen Jesse Isidor Straus Professor of Business Administration, Emeritus, Harvard Business School.  Founded the Journal of Financial Economics.  Past President of the American Finance Association. Bio (Wikipedia) Homepage (Harvard) Contact Information (Harvard) Research (SSRN) Relevant Postings (AllAboutAlpha.com)      


Richard Grinold

Jul 14th, 2008 | Filed under: Academic Foundations, Hall of Fame, Who's Who

Managing Director, Advanced Strategies and Research at Barclays Global Investors. 14 years at BARRA as Director of Research, Executive Vice President, and President; and 20 years on the faculty at the School of Business Administration at the University of California, Berkeley, where he served as the chairman of the finance faculty, chairmanRead More


Kenneth French

Jun 26th, 2008 | Filed under: Academic Foundations, Hall of Fame, Who's Who

Kenneth French Carl E. and Catherine M. Heidt Professor of Finance at the Tuck School of Business, Dartmouth College. President Elect of the American Finance Association, a Research Associate at the National Bureau of Economic Research, an Advisory Editor of the Journal of Financial Economics. Bio (Wikipedia) Homepage (Personal) ContactRead More


Eugene Fama

Jun 26th, 2008 | Filed under: Academic Foundations, Hall of Fame, Who's Who

Eugene Fama Robert R. McCormick Distinguished Service Professor of Finance, Graduate School of Business, University of Chicago. Bio (Wikipedia) Homepage (University of Chicago) Research (SSRN) Interview (Fama/French Forum) Relevant Postings (AllAboutAlpha.com)