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)
 

  

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