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Robert Haugen
Robert (Bob) Arthur Haugen (June 26, 1942 – January 6, 2013) was a financial economist and a pioneer in the field of quantitative investing. He was President of Haugen Custom Financial Systems and also consulted and spoke globally.
== Career ==
While he has contributed research to the fields of insurance, real estate and equity investments, he is probably best known as a vocal critic of the efficient market hypothesis and the Capital Asset Pricing Model (CAPM). With his former professor, A. James Heins, he discovered in the late 60s and early 70s that, contrary to the prevailing theory, low risk stocks actually produce higher returns. The resulting article bestowed on him the unofficial designation of “father of low volatility investing.” He was also the inventor of the Expected Return Factor Model. He was vocal concerning the evidence supporting market inefficiency and minimum variance or low volatility anomaly.
During the academic portion of his career he held endowed professorships at the University of Wisconsin, the University of Illinois, and the University of California. Based on articles published in the top academic journals in financial economics, Haugen has been ranked as the 17th most prolific researcher in finance .〔()“Most Prolific Authors in the Finance Literature: 1959-2008”, Jean L. Heck and Philip L. Cooley table on pg. A-1.〕 ''The New Finance'' was required reading for the Chartered Financial Analyst (CFA) exam.
Haugen earned his B.S. (1965; ''magna cum laude''), M.S. (1966), and Ph.D. (1968) in Financial economics from the University of Illinois at Champaign-Urbana.
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