Mark Carhart is a finance researcher, market statistician and quantitative investment manager known for extending the Fama–French three-factor model with a momentum factor.[1] He is currently chief investment officer of New York quantitative hedge fund, Kepos Capital [2]

Early life and education

Mark earned his Bachelor of Arts degree from Yale University in 1988. He became a CFA Charterholder in 1991 and went on to receive his Ph.D. from the University of Chicago Booth School of Business in 1995.[3][4]

Career

Carhart served as Co–Chief Investment Officer of the Quantitative Investment Strategies Group at Goldman Sachs Asset Management, where the team oversaw more than $185 billion in assets at its peak. He was named Managing Director in 1999 and became a Partner in 2004.[4]

Prior to joining Goldman Sachs, Mark was an Assistant Professor of Finance and Business Economics at the Marshall School of Business at the University of Southern California, a Senior Fellow at the Wharton Financial Institutions Center, and a consultant for Dimensional Fund Advisors (DFA) and Mercer Global Advisors.[4]

He serves on the non-profit board of InTandem Cycling since 2013 and the Investment Committee of the Convent of the Sacred Heart New York.[5]

In 2010, he founded Kepos Capital together with Giorgio De Santis and Robert Litterman.[6]

Selected publications

References

  1. ^ Falkenstein, Eric (2009). Finding Alpha: The Search for Alpha When Risk and Return Break Down. John Wiley & Sons. p. 58. ISBN 9780470495377.
  2. ^ "Kepos Capital Leadership". www.keposcapital.com. Retrieved 2024-06-04.
  3. ^ "MARK CARHART CHIEF INVESTMENT OFFICER" (PDF). cfamontreal.org. Archived from the original (PDF) on 2024-08-03. Retrieved 2025-03-31.
  4. ^ a b c "New York Alumni Breakfast Series with Mark Carhart, '95". chicagobooth.edu. Retrieved 2025-03-31.
  5. ^ "Board of Directors". intandembike.org. Retrieved 2025-03-31.
  6. ^ "Our Team". keposcapital.com. Retrieved 2025-03-31.


No tags for this post.