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Featuring Richard Grinold and Ronald Kahn

 

 

ABOUT RICHARD GRINOLD

Richard Grinold is a Founding Director and a member of the Advisory Council of Vinva Investment Management of Sydney, Australia. He was the Global Director of Research at Barclays Global Investors from 1994 to 2009. The group was responsible for active investment strategies of 350 billion US dollars in vested in equity, fixed income and global macro asset allocation strategies. Prior to that he was Director of Research and later President of BARRA, a leading global investment technology company.

Richard spent the years 1969-1988 on the faculty of the School of Business Administration at the University of California, Berkeley. Richard was a Research Fellow at Harvard in 1968–69, and a Fellow at CORE in Louvain Belgium in 1974. He also served as a visiting professor at HEC near Paris in 1979–1980, and at the Harvard Business School in 1983–1984.

He has published more than fifty papers in academic and professional journals including “The Fundamental Law of Active Management” and “Dynamic Portfolio Analysis”. He twice recieved Jacobs-Levy awards for outstanding papers,”Attribution” and “The Description of Portfolios” and in 2008 recieved the Jacobs-Levy award for best paper, “Dynamic Portfolio Analysis”. In 2013 he and Ronald Kahn received the James R. Vertin Award of the CFA Institute.

Richard received his Ph.D. in Operations Research from U.C. Berkeley in 1968. He studied Physics at Tufts University and helped to wire up the Harvard-MIT Cambridge Electron Accelerator. Other milestones include serving as the navigator of the USS Gainard DD-706 and ten years of selling programs at Harvard Stadium that led to his being cover boy for the precursor of Harvard Magazine in November, 1953. 

 

CLICK TO DISCOVER ALL OF RICHARD'S RESEARCH

 

ABOUT RONALD KAHN

Ronald N. Kahn, is a managing director and global head of systematic equity research at BlackRock, where he has overall responsibility for the research underpinning the Systematic Active Equity products. His service with the firm dates back to 1998, including his years with Barclays Global Investors, which merged with BlackRock in 2009. Prior to that, he worked as director of research at Barra. An expert on portfolio management, risk modeling, and quantitative investing, Dr. Kahn has published numerous articles on investment management, and he coauthored, with Richard Grinold, Active Portfolio Management: Quantitative Theory and Applications. The two of them won the 2013 James R. Vertin award, presented periodically by CFA Institute to recognize individuals who have produced a body of research notable for its relevance and enduring value to investment professionals. He has won the Bernstein Fabozzi/Jacobs Levy award for best article in the Journal of Portfolio Management. Dr. Kahn is on the editorial advisory boards of the Financial Analysts Journal, the Journal of Portfolio Management, and the Journal of Investment Consulting. He teaches “International Equity and Currency Markets” in the Master of Financial Engineering Program at the University of California, Berkeley. Dr. Kahn received an AB in Physics, summa cum laude, from Princeton University and a PhD in Physics from Harvard University. He was a postdoctoral fellow in physics at the University of California, Berkeley.

 

CLICK TO DISCOVER ALL OF RONALD'S RESEARCH


ABOUT FRANK FABOZZI

Frank J. Fabozzi is a Professor of Finance at EDHEC Business School and a Senior Scientific Adviser at EDHEC-Risk Institute. He is a trustee of the BlackRock fixed-income fund complex. He is the editor of The Journal of Portfolio Management and co-founder and co-editor of The Journal of Financial Data Science. He is the CFA Institute’s 2007 recipient of the C. Stewart Sheppard Award and the CFA Institute’s 2015 recipient of the James R. Vertin Award.  He was inducted into the Fixed Income Analysts Society Hall of Fame in November 2002. He received his BA and MA in economics in 1970 from The City College of New York where he was elected to Phi Beta Kappa  and a PhD in economics in 1972 from the City University of New York. He is earned the designations of CFA and CPA.

 

To find out more about sponsoring this series and see your company logo alongside these, please contact David Rowe on d.rowe@pageantmedia.com or 646 891 2157

 

*Interview first broadcast Thursdayday, July 22th 2020

 

 

 

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