John Y. Campbell
Morton L. and Carole S. Olshan Professor of Economics, Harvard University
Analysis Group Contact
Martha Samuelson
Education:
Ph.D., and M.Phil., Yale University
Summary of Experience:
Professor Campbell's primary fields of interest include stock prices, the term structure of interest rates, and aggregate consumption in relation to economic fluctuations. He has published over 60 articles on various aspects of finance and macroeconomics including fixed-income securities, equity valuation, and portfolio choice. His two books, The Econometrics of Financial Markets (with Andrew Lo and Craig MacKinlay) and Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (with Luis Viceira), have both won Paul Samuelson Awards for Outstanding Scholarly Writing on Lifelong Financial Security from TIAA-CREF. Professor Campbell has co-edited the American Economic Review and the Review of Economics and Statistics. He is a Fellow of the Econometric Society and the American Academy of Arts and Sciences, a Research Associate and former Director of the Program in Asset Pricing at the National Bureau of Economic Research, and President of the American Finance Association for 2005. He is also a founding partner of Arrowstreet Capital, LP, a Cambridge-based quantitative asset management firm specializing in global equities.