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Anomalies Research at Frank Russell, 1989–1998

In: The Adventures of a Modern Renaissance Academic in Investing and Gambling

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  • William T Ziemba

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…

Suggested Citation

  • William T Ziemba, 2017. "Anomalies Research at Frank Russell, 1989–1998," World Scientific Book Chapters, in: The Adventures of a Modern Renaissance Academic in Investing and Gambling, chapter 18, pages 179-194, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789813148529_0018
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    Keywords

    Financial History; Risk Management; Investment Strategies; Mean Reversion; Risk Arbitrage; Management of Assets;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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