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John Campbell, Ph.D.
Partner, Research
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John Campbell works with Peter Rathjens and Tuomo Vuolteenaho to formulate Arrowstreet's research agenda. In doing so, he provides investment insights based on the latest academic work and helps to solve specific technical problems that arise as Arrowstreet builds its products. John holds a seat on the firm’s Investment Committee.
John's industry experience includes 8 years consulting with PanAgora Asset Management, before helping to found Arrowstreet Capital. In addition, John serves on the board of the Harvard Management Company. He has consulted to the Federal Reserve Board and the Social Security Advisory Board, has held an appointment as a visiting fellow at the Bank of England, and has directed the Asset Pricing program at the National Bureau of Economic Research.
John is the Morton L. and Carole S. Olshan Professor of Economics at Harvard University. Prior to joining Harvard, John was Professor of Economics at Princeton University. In this course of his career John has held visiting appointments at several institutions including the Sloan School at MIT, the Wharton School at the University of Pennsylvania, and the London School of Economics. John is a Fellow of the American Academy of Arts and Sciences, and served as President of the American Finance Association in 2006.
John has published over 60 articles in finance and economics journals, and is a co-author of the leading advanced textbook in empirical finance, The Econometrics of Financial Markets (Princeton University Press, 1997). His latest book is Strategic Asset Allocation: Portfolio Choice for Long-Term Investors, with Luis Viceira (Oxford University Press, 2002). Both books have won Paul A. Samuelson Awards for outstanding scholarly writing on lifelong financial security. In 1999, John received the Fame Award for outstanding research contribution to the practice of asset management and, in 2005, he received the Graham and Dodd Award for his Financial Analysts Journal paper with Luis Viceira entitled “The Term Structure of the Risk-Return Tradeoff.”
John received his Ph.D. from Yale University in 1984 and a BA from Oxford University in 1979.
Further details about John's academic work can be found
on his Harvard
website  .
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Marta Campillo, Ph.D.
Partner, Research |
Marta Campillo is involved with the implementation of Arrowstreet's research agenda. In particular, she works on developing and enhancing the firm's forecasting and risk models. Marta holds a seat on the firm's Investment Committee.
Prior to joining Arrowstreet, Marta was a teaching assistant in the department of Economics at Boston University. Prior to her teaching at Boston University, she also held two Research Assistant positions. From 1990 to 1993, she was a research associate at the Foundation of Applied Economics Studies (Fundacion de Economia Aplicada, FEDEA) in Madrid, Spain. In addition, while at FEDEA, Marta periodically co-authored articles discussing the Consumer Price Index that were submitted to Cinco Dias, the main Spanish business newspaper.
Marta received a five-year business degree in Quantitative Economics from the Universidad Autonoma in Madrid. She also received a masters degree in Public Expenditures and Economic Programming from the Institute of Fiscal Studies, School of Public Economics in Madrid, and a master's equivalent of doctoral courses from the Universidad Complutense.
Marta received a Ph.D. in Economics from Boston University in May of 2000.
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Tuomo Vuolteenaho, Ph.D.
Partner, Research |
Tuomo Vuolteenaho works with John Campbell, John Capeci,
and Peter Rathjens to advance Arrowstreet's research agenda,
focusing on new signals and strategies based on both academic
public-domain and proprietary quantitative research.
Prior to joining Arrowstreet Capital on a full-time basis,
Tuomo held a position as an Associate Professor of Economics
at Harvard University. Simultaneously with his Harvard
appointment, Tuomo also served as a Faculty Research Fellow
at the National Bureau of Economic Research. Tuomo
has published and has forthcoming articles in top finance
and economics journals, such as the Journal of Finance,
Journal of Financial Economics, Review Financial Studies,
Quarterly Journal of Economics, and American Economic
Review. His research has focused on the dynamics
of firms' cash-flow fundamentals, realized stock returns,
and expected stock returns. Most of this published
research is directly relevant for Arrowstreet Capital's
quantitative processes.
Tuomo's industry experience includes several years of
consulting while at Harvard. In addition to working
with Arrowstreet Capital, he has advised other asset management
organizations, such as a European private fund, a Finnish
mutual-fund family, and other investment managers.
Tuomo graduated from the University of Chicago Graduate
School of Business with a doctoral degree in finance in
2000.
Further details about Tuomo's academic work can be found
on his Harvard
website
or on his SSRN
author page .
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Vassil Konstantinov, Ph.D., CFA
Manager, Research |
Vassil Konstantinov is involved with the implementation
of Arrowstreet’s research agenda. In particular,
he works on developing and enhancing the firm’s forecasting
and risk models. Vassil holds a seat on the firm's
Investment Committee.
Prior to joining Arrowstreet on a full-time basis in January
2004, Vassil served as an intern in the firm’s Research
area during the summer months of 2002 and 2003. In addition,
Vassil held positions as an Assistant Professor of Finance
at both San Francisco State University and the University
of Wyoming.
Vassil received an M.A. in Economics from Yale University
in 1994 and a Ph.D. in Business Economics with a concentration
in Finance from Harvard University in 2000. Vassil
is a CFA charterholder.
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