Campbell R. Harvey, PhD: Examining Quantitative Investment Strategies

Abstract

In March 2021, Campbell Harvey spoke with members of the Journal of Investment Consulting editorial advisory board about quantitative investment strategies. Taking part in the discussion were Inna Okounkova, Columbia University and editor-in-chief of the Journal; Mark J. P. Anson, The Commonfund; Edward Baker, Mesirow Financial; Ludwig Chincarini, University of San Francisco and United States Commodity Funds; Philip Fazio, Merrill Lynch; Geoffrey Gerber, TWIN Capital Management; and Tony Kao, SECOR Asset Management.

Keywords: Campbell Harvey, Quantitative Investing, Masters Interview

JEL Classification: G10, G11