Rob Arnott
Rob Arnott is the Founder and Chairman of Research Affiliates, a globally recognized investment advisory firm renowned for delivering innovative, research-driven investment strategies and products. He plays a hands-on role in shaping the firm’s research agenda, portfolio management, product innovation, business strategy, and client engagement, and also serves as Co-Portfolio Manager for the PIMCO All Asset, All Asset All Authority, and PIMCO RAE™ funds. Widely regarded as one of the most influential figures in quantitative and systematic investing, Arnott has pioneered several groundbreaking strategies that have reshaped modern portfolio construction, including tactical asset allocation, global tactical asset allocation, tax-advantaged equity management, and the Fundamental Index™ approach, an innovation that challenged traditional market-cap-weighted indexing and spurred widespread adoption across the asset management industry. Before founding Research Affiliates, Arnott held senior leadership roles at several leading investment organizations, serving as Chair of First Quadrant, Global Equity Strategist at Salomon Brothers, Founding President of TSA Capital Management, and Vice President at The Boston Company.
Rob Arnott Professional Experience / Academic History
Professional Experience
-
Founder and Chairman
-
Editor of the Financial Analysts Journal
-
Global Equity Strategist
Academic History
-
B.S., Economics, Applied Mathematics, and Computer Science, summa cum laude
Under Rob Arnott’s leadership, Research Affiliates has evolved into a global powerhouse in quantitative investing, investment research, and systematic strategy design.
Since its founding in 2002, the firm has collaborated with some of the world’s leading asset managers to deliver data-driven, cost-effective investment solutions to institutional and individual investors alike.
Its innovative frameworks have reshaped modern portfolio construction, advancing the adoption of smart beta strategies and factor investing globally.
Arnott also serves as Co-Portfolio Manager for the PIMCO All Asset and All Asset All Authority funds, as well as the PIMCO RAE™ funds.
EARLY CAREER
Arnott’s influence spans academic research, product innovation, and thought leadership, establishing him as one of the most respected figures in the world of quantitative finance.
Before launching Research Affiliates, he served as Chairman of First Quadrant, transforming it from an internal money manager for Crum & Forster into a leading quantitative asset management firm.
His earlier roles include Global Equity Strategist at Salomon Brothers (now part of Citigroup), Founding President and CEO of TSA Capital Management (now part of Analytic Investors, LLC), and Vice President at The Boston Company.
Arnott has also contributed to academia as a Visiting Professor of Finance at UCLA Anderson School of Management and has served on the editorial board of the Journal of Portfolio Management, as well as advisory boards for the Chicago Mercantile Exchange and the Chicago Board Options Exchange.
RECOGNITIONS
2025 ETF.com Lifetime Achievement Award
3x William F. Sharpe Indexing Lifetime Achievement Award
8x Graham and Dodd Scrolls
5x Bernstein Fabozzi/Jacobs Levy Awards
PUBLICATIONS
Often referred to as the “godfather of smart beta,” Arnott has authored more than 150 academic articles that have shaped the fields of indexing, asset allocation, and factor investing.
His work has appeared in top-tier publications such as the Journal of Portfolio Management, Harvard Business Review, and Financial Analysts Journal.
He has also been a significant contributor to the CFA Institute’s research library and is the co-author of The Fundamental Index, a landmark text in modern portfolio strategy.