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

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 pages of mathematical formulas.

Peter L Bernstein Inc. (publisher of Economics & Portfolio Strategy)
PBS Interview
MarketWatch Interview re: Capital Ideas Evolving
(VIDEO) Interview re: Capital Ideas Evolving
AllAboutAlpha Bookstore


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

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

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

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

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

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

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)
BNP Paribas Hedge Fund Centre
Relevant Postings (AllAboutAlpha.com)


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

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 MeesPierson in Amsterdam.

The Alternative Investment Research Centre (Cass School)
Contact Information (Cass)
Research (SSRN)
Relevant Postings (AllAboutAlpha.com)


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

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

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

Chairman, Research Affiliates.  Outspoken advocate of Fundamental Indexation.

Research Affiliates
Bio (Research Affiliates)
Fundamental Indexation
Relevant Postings (AllAboutAlpha.com)
 

  


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

Director of BNP Paribas Hedge Fund Centre, London Business School

Faculty Profile (LBS)
Research (SSRN)
Relevant Postings (AllAboutAlpha.com)


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

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

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

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)
Research (SSRN)
Relevant Postings (AllAboutAlpha.com)


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 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

Founder, BARRA.  Chairman, AXA Rosenberg Group

Bio (Pensions & Investments)
AXA Rosenberg Group
Relevant Postings (AllAboutAlpha.com)

 

    


Dennis Tito

Founder, Chief Executive Officer and Chairman of the Board of Directors, Wilshire Associates.

Wilshire Associates
Bio (Wikipedia)
Relevant Postings (AllAboutAlpha.com)

 

   


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

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 expected investment portfolio returns.

Bio (Wikipedia)
Homepage (UCSD)
Research (SSRN)
Nobel Citation (Nobel Foundation)


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)
     


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, chairman of the management science faculty, and director of the Berkeley Program in Finance.

Research (SSRN)
Some guy’s study notes on Grinold’s book, Active Portfolio Management


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)
Contact Information (Personal)
Research (SSRN)
Interview (Fama/French Forum)
Relevant Postings (AllAboutAlpha.com)


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)