Biography
Rob Arnott is founder and chairman of the board of Research Affiliates, a global leader in smart beta, factor investing, and asset allocation. Arnott plays an active role in the firm’s research, portfolio management, product innovation, business strategy, and client-facing activities. He is a member of the Investment Committee and the Executive Committee of the board. Arnott has 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. He has published more than 150 articles in publications that include the Journal of Portfolio Management, Harvard Business Review, and Financial Analysts Journal, for which he served as editor in chief from 2002 through 2006.
Smart rebalancing rules help portfolio managers capture more of the return that is inherent in their factor strategies. Concentrating on “priority best” trading improves factor portfolio performance.