Rob Arnott
Rob Arnott has been a significant contributor of research content for CFA Institute for over four decades with more than 30 publications in the Financial Analysts Journal. He served as the editor of the Journal from 2002 to 2006 and is an eight-time winner of the Journal’s Graham and Dodd Award.
Rob Arnott is founder and chair of Research Affiliates. Previously, he was chair of First Quadrant, LP, a 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.
Arnott is co-author of The Fundamental Index: A Better Way to Invest (Wiley 2008) and author or co-author of more than 150 articles. He is a five-time winner of the Bernstein Fabozzi/Jacobs Levy Award and three-time winner of the William F. Sharpe Indexing Achievement Award.
Over his career, Arnott has sought to bridge the worlds of academic theorists and financial markets. He 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 investing.
The Active Side of Indexing
Indexing isn’t purely passive. Arnott and Wu show that cap-weighted indexes embed momentum bias, driving buy-high/sell-low trades and hidden costs. They propose simple tweaks to reduce turnover and distortions and to improve outcomes.
Fundamental Growth
We are taught that cheap is value and expensive is growth. Wrong! What if we select stocks based on their actual growth rates, and weight them on the dollar magnitude of that growth? This reimagining of growth investing dominates standard offerings.
Including an author video by Rob Arnot.
Videos
Rob Arnott | Celebrating Research Excellence
Rob Arnott | Stocks for the Long Run? Sometimes Yes, Sometimes No
Smart Rebalancing
