Profil
Richard W.
Roll is the founder of Factor Advisors LLC (2009) and Compensation Valuation, Inc. (2003).
He is currently a Professor-Emeritus at the University of California, Los Angeles (since 1976) and a Professor at the California Institute of Technology (since 2014).
His former positions include Co-Chairman at Roll & Ross Asset Management Corp., Managing Director at WP Capital Management LP (1992-1995), Vice President at Goldman Sachs & Co. LLC, and Independent Director at Western Asset Mortgage Capital Corp.
(2012-2021).
Dr. Roll holds an MBA from the University of Washington, an undergraduate degree from Auburn University, and a doctorate from The University of Chicago.
Aktive Positionen von Richard W. Roll
| Unternehmen | Position | Beginn |
|---|---|---|
Compensation Valuation, Inc.
Compensation Valuation, Inc. Real Estate DevelopmentFinance Compensation Valuation, Inc. is a private company based in New Haven, CT. The company was founded by Richard W. Roll. | Gründer | 01.01.2003 |
California Institute of Technology
California Institute of Technology Other Consumer ServicesConsumer Services Functions as a College/University | Corporate Officer/Principal | 01.03.2014 |
University of California, Los Angeles
University of California, Los Angeles Other Consumer ServicesConsumer Services Functions as a College/University | Corporate Officer/Principal | - |
Ehemalige bekannte Positionen von Richard W. Roll
| Unternehmen | Position | Ende |
|---|---|---|
| WESN ASSEPAR | Direktor/Vorstandsmitglied | 17.05.2021 |
Goldman Sachs & Co. LLC
Goldman Sachs & Co. LLC Investment Banks/BrokersFinance Provides brokerage services | Corporate Officer/Principal | 01.11.2001 |
WP Capital Management LP | Corporate Officer/Principal | 01.01.1995 |
Factor Advisors LLC
Factor Advisors LLC Investment Banks/BrokersFinance Factor Advisors seeks to improve the way investors accomplish spread trading strategies. The firm's flagship offering, FactorShares, is the first family of spread ETFs. Each FactorShares ETF allows investors to track one long and one short market segment with one trade. FactorShares ETFs are designed to deliver twice the spread between two market segments in one ETF. Factor Advisors' investment approach is based on an understanding of investment returns as dependent on multiple sources of unique factor returns, such as arbitrage pricing theory. Listed on the NYSE Arca, Factor Advisors' ETFs hold paired long and short positions in 5 major asset classes: the S&P 500 Index, US Treasury bonds, gold, oil and the US dollar. The ETFs are rebalanced daily to maintain dollar neutrality and target a leverage ratio of 4:1 in which each dollar invested provides approximately $2 of long futures exposure and $2 of short futures exposure, after daily rebalancing. | Gründer | - |
Roll & Ross Asset Management Corp.
Roll & Ross Asset Management Corp. Investment ManagersFinance RRAM uses Arbitrage Pricing Theory to select US large-cap growth stocks. The firm focuses heavily in the finance industry, but is not limited to any particular sector. RRAM maintains a low turnover rate | Vorsitzender | - |
Ausbildung von Richard W. Roll
Erfahrungen
Besetzte Positionen
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Inaktive
Börsennotierte Unternehmen
Private Unternehmen
Beziehungen
Beziehungen ersten Grades
Unternehmen ersten Grades
Herr
Frau
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Unternehmensverbindungen
| Private Unternehmen | 11 |
|---|---|
Roll & Ross Asset Management Corp.
Roll & Ross Asset Management Corp. Investment ManagersFinance RRAM uses Arbitrage Pricing Theory to select US large-cap growth stocks. The firm focuses heavily in the finance industry, but is not limited to any particular sector. RRAM maintains a low turnover rate | Finance |
Western Asset Mortgage Capital Corp.
Western Asset Mortgage Capital Corp. Real Estate Investment TrustsFinance Functions as a real estate investment trust with a focus on residential and commercial mortgage markets | Finance |
Factor Advisors LLC
Factor Advisors LLC Investment Banks/BrokersFinance Factor Advisors seeks to improve the way investors accomplish spread trading strategies. The firm's flagship offering, FactorShares, is the first family of spread ETFs. Each FactorShares ETF allows investors to track one long and one short market segment with one trade. FactorShares ETFs are designed to deliver twice the spread between two market segments in one ETF. Factor Advisors' investment approach is based on an understanding of investment returns as dependent on multiple sources of unique factor returns, such as arbitrage pricing theory. Listed on the NYSE Arca, Factor Advisors' ETFs hold paired long and short positions in 5 major asset classes: the S&P 500 Index, US Treasury bonds, gold, oil and the US dollar. The ETFs are rebalanced daily to maintain dollar neutrality and target a leverage ratio of 4:1 in which each dollar invested provides approximately $2 of long futures exposure and $2 of short futures exposure, after daily rebalancing. | Finance |
University of Washington
University of Washington Other Consumer ServicesConsumer Services Functions as a College/University | Consumer Services |
Goldman Sachs & Co. LLC
Goldman Sachs & Co. LLC Investment Banks/BrokersFinance Provides brokerage services | Finance |
University of California, Los Angeles
University of California, Los Angeles Other Consumer ServicesConsumer Services Functions as a College/University | Consumer Services |
Auburn University
Auburn University Other Consumer ServicesConsumer Services Functions as a College/University | Consumer Services |
The University of Chicago
The University of Chicago Other Consumer ServicesConsumer Services Functions as a College/University | Consumer Services |
California Institute of Technology
California Institute of Technology Other Consumer ServicesConsumer Services Functions as a College/University | Consumer Services |
Compensation Valuation, Inc.
Compensation Valuation, Inc. Real Estate DevelopmentFinance Compensation Valuation, Inc. is a private company based in New Haven, CT. The company was founded by Richard W. Roll. | Finance |
WP Capital Management LP |
















