John Y. Campbell April 2021 Curriculum Vitae Address
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John Y. Campbell April 2021 Curriculum Vitae Address Department of Economics, Littauer Center 213 Harvard University, Cambridge, MA 02138 (617) 496–6448 telephone, (617) 495–7730 fax [email protected] email http://scholar.harvard.edu/campbell web page Education Yale University, 1979–84: PhD 1984, MPhil 1981. Corpus Christi College, University of Oxford, 1976–79: BA First Class 1979. Current and Past Appointments Morton L. and Carole S. Olshan Professor of Economics, Harvard University, 2005–present. Harvard College Professor, Harvard University, 2006–11. Otto Eckstein Professor of Applied Economics, Harvard University, 1994–2005. Class of 1926 Professor of Economics and Public Affairs, Princeton University, 1989–94. Assistant Professor of Economics and Public Affairs, Princeton University, 1984–89. Harvard University Service Chair, Department of Economics, 2009–12. Board, Harvard Management Company, 2004–11. Faculty of Arts and Sciences (FAS) Financial Study Working Group, 2020-21; University Financial Management Committee, 2009–11; University Debt-Asset Management Committee, 2006–09; FAS Priorities and Resources Committees, 2003–12; FAS Faculty Council, 2000–01. 1 Academic Awards, Grants, and Honors Doctor Honoris Causa, BI Norwegian Business School, 2018; Copenhagen Business School, 2015; Université Paris Dauphine, 2009; Maastricht University, 2009. Fama/DFA First Prize, Journal of Financial Economics, 2018; Second Prize, 2003. Eugene Fama Prize for Outstanding Contributions to Doctoral Education, University of Chicago Booth School of Business, with Andrew Lo and Craig MacKinlay, 2014. Alfred P. Sloan Foundation Grant, “International Comparative Studies of Household Finance”, with Tarun Ramadorai, 2011–16. Corresponding Fellow, British Academy, 2009. Honorary Fellow, Corpus Christi College, University of Oxford, 2008. Smith Breeden Prize, Journal of Finance, 2001. Fellow, American Academy of Arts and Sciences, 2000. Association of American Publishers Award for Best Professional/Scholarly Book in Economics, with Andrew Lo and Craig MacKinlay, 1997. Leo Melamed Prize for Outstanding Scholarship, Graduate School of Business, University of Chicago, with Sanford Grossman and Jiang Wang, 1996. Fellow, Econometric Society, 1990. Alfred P. Sloan Research Fellow, 1989–91. Presidential Young Investigator, National Science Foundation, 1988–93 and grant recipient, 1984-7, 1994-7, 1998-2000, and 2002-4. Research Associate, National Bureau of Economic Research, 1987. Investment Professional Awards Hirtle Callaghan Investment Leadership Award, 2013; Roger F. Murray Prize, Institute for Quantitative Research in Finance, 2001; Fame Research Award in Asset Management, Fame (International Center for Financial Asset Management and Engineering), Geneva, Switzerland, with Luis Viceira, 1999. Harry M. Markowitz Award, Journal of Investment Management, 2011. Graham and Dodd Award for Excellence, Financial Analysts Journal, 2005. Paul A. Samuelson Award for Outstanding Scholarly Writing in Lifelong Financial Security, TIAA- CREF, with Luis Viceira, 2002; with John Cochrane (Certificate of Excellence), 1999; with Andrew Lo and Craig MacKinlay, 1997. 2 Selected Lectures American Economic Association: Ely Lecture, 2016; Address to joint lunch with American Finance Association, 2002. American Finance Association: Presidential Address, 2006. Econometric Society: Keynote Addresses at Australasian meetings, 2014, 2002; Latin American and European meetings, 1999. Other Keynote Addresses: FCA-Imperial Conference on Household Finance, London, 2019; 4th International Workshop on Financial Markets and Nonlinear Dynamics, Paris, 2019; UCLA Anderson Fink Center Financial Markets Conference, 2019; NBER Conference on Long-Term Asset Management, 2019; CEAR-RSI Household Finance Workshop, Montréal, 2018; Asian Finance Association, Tokyo, 2018; 10th Macro Finance Society Workshop, Boston, 2017; 3rd BI-ShoF Conference on Asset Pricing and Financial Econometrics, Oslo, 2017; Conference on the Econometrics of Financial Markets, Stockholm, 2017; Belgian Financial Research Forum, Brussels, 2016; Finance Down Under Conference, Melbourne, 2016; ECB Conference on Household Finance and Consumption, Frankfurt, 2015; Miami Behavioral Finance Conference, 2015; Northern Finance Association, Québec, 2013; European Financial Management Association, Reading, 2013; Purvis Lecture, Canadian Economic Association, Calgary, 2012; Society for Financial Econometrics, Oxford, 2012; European Finance Association, Stockholm, 2011; China International Conference in Finance, Beijing, 2010; International Conference on Economics, Finance, and Accounting, National Taiwan University, 2009; Geneva Lecture, European Group of Risk and Insurance Economists, 2008; Western Finance Association, 2007; William S. Vickrey Distinguished Address, International Atlantic Economic Society, 2006; Frank Hahn Lecture, Royal Economic Society, 2002; H.G. Johnson Lecture, Royal Economic Society, 1990. University Distinguished Lectures: Lovell Lecture, University of Colorado Boulder, 2018; Gary P. Brinson Lecture, Washington State University, 2016; 600th Anniversary Lecture, University of St. Andrews, 2013; Morgan Stanley Lecture, New Economic School, Moscow, 2012; David Kinley Lecture, University of Illinois, 2012; Karl Borch Lecture, NHH, Bergen, 2011; Nomura Lecture, Oxford University, 2010; Barcelona Lecture, Barcelona School of Economics, 2008; Carl Snyder Memorial Lecture, University of California Santa Barbara, 2002. Lecture Series: Arrow Lectures, Stanford University, 2017; Princeton Finance Lectures, Princeton University, 2008; Marshall Lectures, University of Cambridge, 2001; Clarendon Lectures, University of Oxford, 1999. Visiting Positions Visiting Professor, NTNU, Trondheim, Norway, summer 2000; Fischer Black Visiting Professor of Finance, Sloan School, MIT, 1998–99; Visiting Professor, Studienzentrum Gerzensee, Switzerland, summer 1997; Visiting Professor, Wharton School, University of Pennsylvania, and Visiting Scholar, Federal Reserve Bank of Philadelphia, 1993–94; Houblon-Norman Fellow, Bank of England, summer 1993; Visiting Fellow, Nuffield College, Oxford, summer 1992; Visiting Professor, London School of Economics, 1989–90; John M. Olin Fellow, National Bureau of Economic Research, 1986–87. 3 Professional Service American Economic Association: Chair, Ad Hoc Committee to Consider a Code of Professional Conduct, 2017-18; Executive Committee, 2016-18; Nominating Committee, 2000. National Bureau of Economic Research: Pension Plan Fiduciary, 2015-present; Director, Program in Asset Pricing, 1991–99; Co-Director, Project on Derivative Securities and Risk Management, 1994–99. International Atlantic Economic Society: President, 2008–09. Econometric Society: Investments Committee, 2006–10; Council, 2002–09. American Finance Association: President, 2005; Director, 1996–99. National Science Foundation: Economics Advisory Panel, 1997. Editor, Review of Economics and Statistics, 1996–2002. Co-Editor, American Economic Review, 1991–93. Academic Review and Visiting Committees: Economics Department, Oxford University, 2020; Oxford- Man Institute, 2015; Economics Department, Princeton University, 2010; Finance Department, Wharton School, University of Pennsylvania, 2002; Graduate School of Business, Columbia University, 1998. Advisory Board, Journal of Financial Econometrics, 2001–present; Journal of Money, Credit, and Banking, 2001–present. Editorial Board, American Economic Journal Macroeconomics, 2007-09; Econometrica, 1996–98; Economics Letters, 1994–96; Journal of Money, Credit, and Banking, 1993–96; American Economic Review, 1990–96; Review of Economic Studies, 1990–91; Journal of Financial Economics, 1989-91, 1998-present; Journal of Applied Econometrics, 1988–90; Review of Financial Studies, 1987–89. Public and Community Service Financial Research Advisory Committee, Office of Financial Research, US Treasury, 2014-18. Academic Research Council, Consumer Financial Protection Bureau, 2012-17. Board, Princeton University Employees’ Federal Credit Union, 1985–94. Asset Management, Venture, and Consulting Partner, PBJ Capital, 2013-present. Partner, Research, Arrowstreet Capital, LP, 1999–present. Director of Research (External), PanAgora Asset Management, 1998–99 and advisory board, 1991–98. Academic affiliate, Analysis Group Economics, Inc., 1994–99. 4 Books Financial Decisions and Markets: A Course in Asset Pricing, Princeton University Press, 2018. The Squam Lake Report: Fixing the Financial System, with the Squam Lake Group (Kenneth French, Chair), Princeton University Press, 2010. Strategic Asset Allocation: Portfolio Choice for Long-Term Investors, with Luis M. Viceira, Clarendon Lectures in Economics, Oxford University Press, 2002. Winner, Paul A. Samuelson Award for Outstanding Scholarly Writing in Lifelong Financial Security, TIAA-CREF, 2002. The Econometrics of Financial Markets, with Andrew W. Lo and A. Craig MacKinlay, Princeton University Press, 1997. Winner, Eugene Fama Prize for Outstanding Contributions to Doctoral Education, 2014; Association of American Publishers Award for Best Professional/Scholarly Book in Economics, 1997; and Paul A. Samuelson Award for Outstanding Scholarly Writing in Lifelong Financial Security, TIAA-CREF, 1997. Solution Manuals Financial Decisions and Markets: Problems and Solutions, with Argyris Tsiaras, Princeton University Press, 2018. A Solution Manual to The Econometrics of Financial Markets, with Petr Adamek, Andrew W. Lo, A. Craig MacKinlay, and Luis