Academic Foundations

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)