Anomalies Research at Frank Russell, 1989–1998

William T Ziemba

Chapter 18 in The Adventures of a Modern Renaissance Academic in Investing and Gambling, 2017, pp 179-194 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The anomalies work was excellent. Russell had sharp well-trained MBA level people from the top schools like the University of Chicago but none were at my level of creativity and knowledge so I had many people wanting to work with me. Russell had very good data sources and the people there were skilled at the computer and statistical work needed to carry out good applied investment studies. What they needed was research creativity and how to generate good applied investment papers and get them published. I could supply that…

Keywords: Financial History; Risk Management; Investment Strategies; Mean Reversion; Risk Arbitrage; Management of Assets (search for similar items in EconPapers)
JEL-codes: G11 (search for similar items in EconPapers)
Date: 2017
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