Campbell R. Harvey, PhD: Examining Quantitative Investment Strategies

13 Pages Posted: 26 May 2022

See all articles by Campbell R. Harvey

Campbell R. Harvey

Duke University - Fuqua School of Business; National Bureau of Economic Research (NBER)

Date Written: May 15, 2022

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

Suggested Citation

Harvey, Campbell R., Campbell R. Harvey, PhD: Examining Quantitative Investment Strategies (May 15, 2022). Journal of Investment Consulting, Vol. 21, No. 1, pp. 4-14, 2022, Available at SSRN: https://ssrn.com/abstract=4114899

Campbell R. Harvey (Contact Author)

Duke University - Fuqua School of Business ( email )

Box 90120
Durham, NC 27708-0120
United States
919-660-7768 (Phone)

HOME PAGE: http://www.duke.edu/~charvey

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

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