Arnott on the “3-D Hurricane”

Rob Arnott 

Chairman & Chief Executive Officer

Research Affiliates Chairman & Chief Executive Officer 620 Newport Center Dr, Ste 900 Newport Beach CA USA

Over his 30-year career, Robert Arnott has endeavored to bridge the worlds of academic theorists and financial markets. His success in doing so has resulted in a reputation as one of the world’s most provocative practitioners and respected financial analysts.

Rob has pioneered several unconventional portfolio strategies that are now widely applied, including tactical asset allocation, global tactical asset allocation, tax-advantaged equity management, and the Fundamental Index® approach to indexation.

In 2002, he established Research Affiliates as a research-intensive asset management firm that focuses on innovative products. The firm explores novel approaches to active asset allocation, optimal portfolio construction, more efficient forms of indexation and other quantitative strategies. Research Affiliates delivers investment solutions globally in partnership with leading financial institutions.

Rob has been a frequent contributor to leading financial journals and books. He has published more than 100 articles in journals such as the Journal of Portfolio Management, the Harvard Business Review, and the Financial Analysts Journal, where he also served as editor in chief from 2002 through 2006. In recognition of his achievements as a financial writer, Rob has received six Graham and Dodd Scrolls, awarded annually by CFA Institute for best articles of the year. He also has received two Bernstein-Fabozzi/Jacobs-Levy awards from the Journal of Portfolio Management.

An intrepid entrepreneur, Rob managed two asset management firms before founding Research Affiliates. As chairman of First Quadrant, LP, he built up the former internal money manager for Crum & Forster into a highly regarded quantitative asset management firm. He also was global equity strategist at Salomon Brothers (now part of Citigroup), the founding president and CEO of TSA Capital Management (now part of Analytic Investors, LLC), and a vice president at The Boston Company.

Rob Arnott graduated summa cum laude from the University of California, Santa Barbara in 1977 in economics, applied mathematics, and computer science. He is co-author of The Fundamental Index: A Better Way to Invest (Wiley 2008).


Awards & Recognitions

CFA Institute Graham and Dodd Award or Scroll

2013 "Demographic Changes, Financial Markets, and the Economy" Financial Analysts Journal
2002 “What Risk Premium is ‘Normal’?Financial Analysts Journal
1989 “A Disciplined Approach to Global Asset Allocation,” Financial Analysts Journal
1989 “A Total Differential Approach to Equity Duration,” Financial Analysts Journal
1985 “The Business Cycle and Security Selection,” Financial Analysts Journal
1983 “Systematic Asset Allocation,” Financial Analysts Journal

William F. Sharpe Indexing Achievement Award

2013 Lifetime Achievement Award
2012 Institutional Investor Journals Paper of the Year for "
Rebalancing and the Value Effect"
2005 Best Index-Related Research Paper for "Fundamental Indexation"

Bernstein-Fabozzi / Jacobs-Levy Award

2001 “The Death of the Risk Premium,” Journal of Portfolio Management
1997 “Bull Market, Bear Market: Should You Really Care?” Journal of Portfolio Management