By |Published On: July 20th, 2017|Categories: Basilico and Johnsen, Guest Posts, Business Updates|

Our mission is to empower investors through education. This mission is our passion and what drives us to go to work everyday.

But we can’t fulfill our mission alone. We need help and our two newest teammates, Elisabetta Basilico and Tommi Johnsen, stepped up to the plate.

Elisabetta and Tommi share the same interest and passion as we do.

Their history goes back to the early 2000s when Elisabetta signed up for two “Quantitative Investments” classes taught by Tommi. Their passion for applied asset management research brought them together again, when Elisabetta was hired as a quantitative analyst at the pension fund where Tommi was a consultant. The bond continued after Elisabetta returned to her home country (Italy) and signed up for a PhD in Switzerland. Tommi served as her external PhD advisor on the thesis, which examined the accrual anomaly in Europe.

Their most recent adventure is co-authoring a book on successful factor investing ideas and the research behind these approaches. The book, due at the end of the year, covers a series of topics including: Factor investing, Indexing, ESG, Big Data & AI.

Elisabetta

Elisabetta brings over 15 years of experience working more recently as an independent consultant in the financial industry advising asset managers and institutional clients on topics like asset allocation, fund and stock picking. Elisabetta graduated with a degree in Finance from Bocconi University in Milano, Italy. She attended a dual degree program at the Daniels College of Business in Denver obtaining an MSF and MBA degree. While working at Qwest Asset Management (pension fund of a mid-west telecommunications company) she studied and obtained the CFA. Finally, after returning to her home country, she signed up for a PhD program at the University of St.Gallen in Switzerland, graduating in 2014. She is known as a bookworm among her friends and had to promise her husband that she would not sign up for any additional degrees. She continues her learning addiction with initiatives like the book writing and blogging. You can follow here at https://twitter.com/ebasilico.

Elisabetta Basilico, PhD, CFA®

Tommi

Tommi received her PhD from the University of Colorado at Boulder and pursued an academic career at the University of Denver as a faculty member and later as Director of the Reiman School of Finance.  At the same time, she doubled as a consultant, building quantitative investment strategies while pursuing her Olympic skiing ambitions at the world famous ski resorts Colorado is known for.   Tommi brings over 25 years of experience as a teacher, consultant and researcher in the areas of investment management, portfolio construction, and econometrics.  (Oh and by the way, she was just kidding about skiing at the Olympics.) You can follow here at https://twitter.com/TommiJohnsen.

Tommi Johnsen, PhD

Help us Welcome Elisabetta and Tommi to the Team!

We want to formally welcome the newest addition to the Alpha Architect team, Elisabetta Basilico and Tommi Johnsen, who join us as regular content contributors. Elisabetta and Tommi will manage our weekly “Academic Research Insights.” Their objective is to democratize academic research by providing short and easy to read summaries of complex research content.

You can find out more at http://academicinsightsoninvesting.com/.

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About the Author: Wesley Gray, PhD

Wesley Gray, PhD
After serving as a Captain in the United States Marine Corps, Dr. Gray earned an MBA and a PhD in finance from the University of Chicago where he studied under Nobel Prize Winner Eugene Fama. Next, Wes took an academic job in his wife’s hometown of Philadelphia and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management firm dedicated to an impact mission of empowering investors through education. He is a contributor to multiple industry publications and regularly speaks to professional investor groups across the country. Wes has published multiple academic papers and four books, including Embedded (Naval Institute Press, 2009), Quantitative Value (Wiley, 2012), DIY Financial Advisor (Wiley, 2015), and Quantitative Momentum (Wiley, 2016). Dr. Gray currently resides in Palmas Del Mar Puerto Rico with his wife and three children. He recently finished the Leadville 100 ultramarathon race and promises to make better life decisions in the future.

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Important Disclosures

For informational and educational purposes only and should not be construed as specific investment, accounting, legal, or tax advice. Certain information is deemed to be reliable, but its accuracy and completeness cannot be guaranteed. Third party information may become outdated or otherwise superseded without notice.  Neither the Securities and Exchange Commission (SEC) nor any other federal or state agency has approved, determined the accuracy, or confirmed the adequacy of this article.

The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. Our full disclosures are available here. Definitions of common statistics used in our analysis are available here (towards the bottom).

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