Browsing: Academic Foundations

Academic Foundations

A Harvard Education

Oct 28th, 2019 | Filed under: Newly Added, What about beta?, Academic Foundations, Institutional Investing, Asset allocation, Asset Allocation Models, Other Issues in Private Investments, Personalities in AI, Endowments & Foundations, Institutional Asset Management, Private Investments, Allocating to A.I.

By Bill Kelly, CEO, CAIA Association While Harvard the institution is legendary, much less is known about its founding other than by some who have taken those tedious Cambridge tours or the gifted alum who studied their way in through one of those 25 famous gates. Harvard College was foundedRead More


The Mysterious Shortfall in Women Chief Investment Officers

May 22nd, 2019 | Filed under: Newly Added, The A.I. Industry, Academic Foundations, Institutional Investing, Personalities in AI, Endowments & Foundations, Institutional Asset Management, Practitioners

By Charles Skorina We recently looked at the number of women CIOs at big endowments*. Among 109 North American endowments over $1 billion we identified twenty (18 plus one director of investments and one CFO who liaises with their OCIO providers). That’s just 18%–less than one out of five. ForRead More


Harvard gives Narv the nod

Oct 17th, 2016 | Filed under: Newly Added, Who's Who, Academic Foundations, Institutional Investing, Personalities in AI, Endowments & Foundations, Institutional Asset Management

By Charles Skorina As all the world now knows, Harvard has selected Columbia’s Nirmal P. “Narv” Narvekar as the new head of Harvard Management Company. His name had been bandied about as a prime candidate for weeks.  We discussed it ourselves in our Aug. 29 newsletter. Reportedly, a few big-endowment CIOsRead More


William Sharpe

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

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

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: Hall of Fame, Who's Who, Academic Foundations

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: Hall of Fame, Who's Who, Academic Foundations

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: Hall of Fame, Who's Who, Academic Foundations

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: Hall of Fame, Who's Who, Academic Foundations

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)