MARTINJ. GRUBER

229SouthIrving Street Ridgewood,NJ07450 (201)447-3025-Home (212)998-0333-Office

ACADEMICPOSITIONS

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1965-1968

AssistantProfessorofFinance,NewYorkUniversity

GraduateSchoolofBusinessAdministration

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1968-1972

AssociateProfessorofFinance,NewYorkUniversity

GraduateSchoolofBusinessAdministration

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1972-1974

SeniorResearchFellow,theInternationalInstitute ofManagement,

Berlin, Germany

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1972-1987

ProfessorofFinance,NewYorkUniversityGraduate

SchoolofBusinessAdministration

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1987-2010

Nomura ProfessorofFinance,NewYorkUniversity

SternSchoolofBusiness

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1989-

1997

Chairman,FinanceDepartment,NewYorkUniversity

SternSchoolofBusiness

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1994VicePresident andProgramChairmanof the

AmericanFinance Association

1995Presidentof the AmericanFinance Association

2005-ADirectorof theNationalBureauofEconomic Research

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2010-Present

ProfessorEmeritusofFinance,NewYorkUniversity

SternSchoolofBusiness

ScholarinResidence,NewYorkUniversity

SternSchoolofBusiness

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EDUCATION

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1961-1966

ColumbiaUniversity,GraduateSchoolofBusiness

Ph.D.completedAugust,1966

DissertationTopic: CommonStockValuation(Abstract

inDecember,1966,JournalofFinance).

Fieldsofconcentration:FinanceandEconomics

Memberof BetaGammaSigma

StudiedunderanN.D.E.A. Fellowship

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1959-1961

ColumbiaUniversityGraduateSchoolofBusiness

M.B.A.completedJune,1961

Fieldofconcentration:ProductionManagement

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1955-1959

MassachusettsInstitute ofTechnology

S.B. completed,June,1959

Fieldofconcentration:ChemicalEngineering

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PUBLICATIONS

A.BOOKS

ModernPortfolioTheoryandInvestmentAnalysis(NewYork,NewYork:John WileySons, Inc.,NinthEdition,2014).

Investments andPortfolioPerformance(WorldScientific PublishingCompany,Singapore), 2011.

InvestmentsVolumeI:PortfolioTheoryandAssetPricing,MIT Press,1999. InvestmentsVolumeII:SecurityPrices andPerformance,MITPress,1999. JapaneseCapitalMarkets(BallingerPublishingCo.,1990).

PortfolioTheory – 25YearsAfter(NewYork,NewYork: North-Holland,1979). InternationalCapitalMarkets(NewYork,NewYork:North-Holland,1975).

FinanceasaDynamic Process(EnglewoodCliffs,NewJersey:Prentice-Hall,1975).

SecurityEvaluationandPortfolioAnalysis(EnglewoodCliffs,NewJersey:PrenticeHall,1972).

TheDeterminantsof Common StockPricesTheOffice ofResearch,PennsylvaniaState, February, 1971.

PensionFunds1966InvestorsPublishingCompany,1967.

B.SOFTWARE

TheInvestmentPortfolio,Intellipro,Inc.,1995.

C.ARTICLES

“Target Risk Funds,” European Financial Management, forthcoming 2016

“Target Date Funds; Characteristics and Performance,” Review of Asset Pricing Studies, December 2015

“The Performance of Separate Accounts and Collected Investment Trusts,” Review of Finance, 2014

“Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds,” JFQA, April 2013

“Mutual Funds,” in Constantinides, George, Milt Harris and Rene StulzHandbook of the Economics of Finance, Elsevier, 2013

“Does Mutual Fund Size Matter? The Relationship Between Size and Performance,” Review of Asset Pricing Studies, June 2012

“An Examination of Mutual Fund Timing Using Monthly Holding Data,” Review of Finance, July 2012

“HoldingsData, Security ReturnsandtheSelectionofSuperiorMutualFunds,”Journalof

FinancialandQuantitative Analysis. April 2011

“TheEffectofFrequencyofHoldingData onConclusionsaboutMutualFundManagementBehavior,” JournalofBankingandFinance,May2010.

“Applicationsof theMarkowitz PortfolioTheorytoPensionFundDesign.” In:JohnGuerard, Jr. TheHandbookofPortfolioConstruction:ContemporaryApplicationsofMarkowitz Techniques, Chapter14,Springer,2010.

“TheImpactofMutualFundFamilyMembershiponInvestorRisk,” JournalofFinancialandQuantitativeAnalysis,June2007.

“ParticipantReactionandthePerformance ofMutualFundsOfferedby401(k)Plans,” JournalofFinancial Intermediation,April 2007.

“ImprovedEstimatesorCorrelationCoefficients andTheirImpactontheOptimumPortfolios”EuropeanFinancialManagement,12(3),August2006, pp.303–318.

“TheAdequacyofInvestmentChoicesOfferedby401KPlans,” JournalofPublicEconomics, August2006,vol.9,issues6-7,pp. 1299-1314,August2006.

“MarginalStockholderTaxEffectsandEx-DividendPriceBehavior:EvidencefromTaxableVersusNon-TaxableClosedEndFunds,” ReviewofEconomics andStatistics,August2005.

“FactorsAffectingtheValuationof CorporateBonds,” JournalofBankingand Finance, November2004.

“OptimumCentralizedPortfolioConstructionwithDecentralizedPortfolioManagement,”JournalofFinancialandQuantitative Analysis,September2004.

“AreInvestorsRational:ChoicesAmongIndex Funds, JournalofFinance,February2004.

“IncentiveFees andMutual FundPerformance,JournalofFinance,April2003.

“Spiders:WherearetheBugs?” JournalofBusiness,July2002.

“GliEffeliDelleCommissionid’IncentivoSullePerformacedeiFondiComuni,” BancaImpresaSocieta,Vol.21, No.2,2002, pages185-218.

“AFirstLookatthe Accuracyof theCRSP MutualFundDatabaseandaComparisonof theCRSP andMorningstarMutualFundDatabases,” JournalofFinance,December2001.

“ExplainingtheRateSpreadonCorporateBonds,” JournalofFinance,February2001.

“IdentifyingtheRiskStructureofMutualFundReturns,” EuropeanFinancialManagement, June2001.

“TheRationalityofAssetAllocationRecommendations,” JournalofFinancialandQuantitativeAnalysis,March2000.

“CommonFactorsinActiveandPassivePortfolios,” EuropeanFinanceReview,November1999.

“OntheOriginsof theEuropeanFinance Association,” EuropeanFinanceReview,November1999

“Do InvestorsCareAboutSentiment?” TheJournalofBusiness,October1998.

“ModernPortfolioTheory,1950toDate,” Journalof BankingandFinance,December1997.

“Multi-IndexModels andPerformanceMeasurement.”InEdward I.Altmanand IrwinT. Vanderhoof(Eds.)TheFinancialDynamicsof theInsuranceIndustry,IrwinProfessional Publishing,1997.

“InternationalPortfolioManagement,” in HandbookofInternationalFinanceandAccounting, SecondEdition,editedbyFrederickD.S. Choi,John WileySons,Inc.,1997.

“ReturnGeneratingProcess andtheDeterminantsofTermPremiums,” JournalofBankingandFinance,Vol,20, 1996.

“ThePersistence of Risk-AdjustedMutualFundPerformance,” JournalofBusiness,April1996.

“AnotherPuzzle:TheGrowthinActivelyManagedMutualFunds,” JournalofFinance,July1996.

“SurvivorshipBias andMutualFund Performance,” TheReviewofFinancialStudies,Vol9,No.4, Winter1996.

“FundamentalEconomic Variables,ExpectedReturns, andBondFundPerformance,” JournalofFinance,September1995.

“Multi-IndexModels andPerformanceMeasurement,” inE.I.Altmanand I.T.Vanderhoof(eds.), TheFinancialDynamicsof theInsuranceIndustry,IrwinProfessionalPublishing,1995.

“EstimatingtheCostof Capital:Methods andPractice,” in FinancialMarkets,Institutions andInstruments,Vol.3,No.3, 1994.

“Multi-IndexModelsUsingSimultaneousEstimationofallParameters,” PractitionersGuideto

FactorModels,TheResearchFoundationoftheInstitute of CharteredFinancialAnalysts,March

1994.

“CostofCapitalUsingArbitrageTheory:ACaseStudyofNineNewYorkUtilities,” Financial

Markets,Institutions,andInstruments,Vol.3,No. 3, 1994.

“ThePerformance of BondMutualFunds,” JournalofBusiness,July1993.

“EfficiencywithCostlyInformation:AReinterpretationofEvidencefromManagedPortfolios,”

TheReviewofFinancialStudies,1993.

“PortfolioAnalysiswithaNonnormalMulti-IndexReturnGeneratingProcess,” Reviewof

QuantitativeFinanceandAccounting,March1992.

“OptimalInvestmentStrategieswith InvestorLiabilities,” JournalofBankingandFinance,1991.

“InternationalDiversification fromaSwissPerspective,” JournalofFinanzmarktundPortfolio

Management,June,1991.

“DifferentialInformationandTimingAbility,” JournalofBankingandFinance,15,1991, pp.

117-131.

“La DiversificacionInternacionalDesdeUnaPerspectivaEspanola,” InformacionComercial

Espanola,Numero689,Enero1991,pp169-180.

“ThePerformance ofPubliclyOfferedCommodityFunds,” FinancialAnalystsJournal, July/August1990, pp. 23-30. (GrahamDoddwinner).

“TheStructureofSpotRates andImmunization,” JournalofFinance,June,1990.

“Expectational Data andJapaneseStockPrices,” JapanandtheWorldEconomy,Volume1,

1989.

“NewPublic Offerings,InformationandInvestorRationality:TheCaseofPubliclyOffered

CommodityFunds,” JournalofBusiness,January,1989.

“AMulti-IndexRiskModelof theJapaneseStockMarket,” JapanandtheWorldEconomy, Volume1,Number1, 1988.(Winnerofaward fromInstitute ofQuantitative Analysts).

“BondReturns,ImmunizationandtheReturnGenerating-Process,” Studiesin Bankingand

Finance,Volume5,1988.

“ProfessionallyManagedPubliclyTradedCommodity Funds,” JournalofBusiness,April1987.

“PortfolioAnalysiswithPartialInformation:TheCaseofGroupedData,” ManagementScience, October,1987.

“EffectsofQuarterlyEarningsAnnouncementsonAnalystsForecasts,” ResearchinFinance, Volume6,1986.

“DiscreteExpectational Data andPortfolioPerformance,” JournalofFinance,July,1986.

“TimeSeriesAnalysis,” in Financial Analysts’ Handbook, SecondEdition,S. Levin(ed.). Dow JonesIrwin,Inc.1986.

“EmployingFinancialFuturesto IncreasetheReturnonNear Cash(TreasuryBill)Investments,”

ManagementScience,March,1985.

“ProfessionalExpectations: AccuracyandDiagnosisofErrors,” JournalofFinancialandQuantitative Analysis,December1984.(Winnerofaward fromInstitute ofQuantitative Analysis).

“NonStandardCAPM’s andtheMarketPortfolio,” JournalofFinance,July,1984.

“TheEx-DividendDayBehaviorofStockPrices: AnExaminationof theClienteleEffect:

Comment,” JournalofFinance,June,1984.

“OntheRobustnessof theRollandRossArbitragePricingTheory,” JournalofFinancialand

Quantitative Analysis,March,1984.

“Intra DayTestsoftheEfficiencyof theTreasuryBillFuturesMarket,” TheReviewof

Economics andStatistics,February, 1984.

“ASimpleExaminationof theEmpiricalRelationshipsbetweenDividendYields andDeviations fromtheCAPM,” JournalofBankingandFinance,March,1983.

“TheArbitragePricingModelandReturnsonAssetsunderUncertain Inflation,” Journalof

Finance,March,1983.

“ExpectationandSharePrices,” ManagementScience,September,1981.

“TheImpactofBankruptcyontheFirm’sCapitalStructure, TheReasonablenessofMergers,and

theRiskIndependence ofProjects,” ResearchinFinance,1981.

“SimpleCriteriaforOptimalPortfolioSelection:TheMulti-IndexCase,” in Portfolio

Management– 25YearsLater, ed.EltonandGruber,NorthHolland,1979.

“CashManagement,” inJimBicksler,ed., HandbookofFinancialEconomics,North-Holland,

1979.

“SimpleRules forOptimalPortfolioSelectioninStable ParetianMarkets,” JournalofFinance, September,1979.

“BankingTechniques forPortfolioSelection,” inJimBicksler,ed.HandbookofFinancial

Economics,North-Holland,1979.

“Taxes andPortfolioComposition,” JournalofFinancialEconomics,December,1978.

“AreBetasBest?” JournalofFinance,December,1978.

“TheOptimalInvestment,FinancingandValuationof theFirm: AnIntertemporalAnalysis,” in

CeesVanDam,TrendsinFinancialDecisionMaking,(MartinusNijhoff,Boston,1978).

“OptimalPortfoliosfromSimpleRankingDevices,” JournalofPortfolioManagement,Spring,

1978.

“SimpleCriteriaforOptimalPortfolioSelection:TracingouttheEfficientFrontier,” Journalof

Finance,March,1978.

“ValuationandAssetSelectionunderAlternativeInvestmentOpportunities,” JournalofFinance, May1976.ReprintedinCeesVanDam,TrendsinFinancialDecisionMaking,(MartinusNijhoof,Boston,1978).

“OptimalInvestment andFinancialPatternsfora Firm:SubjecttoRegulationswithaLag,”

JournalofFinance,December,1977.

“SimpleCriteriaforOptimalPortfolioSelectionwithUpperBounds,” OperationsResearch, November-December,1977.

“SimpleRules forOptimalPortfolioSelection:TheMulti-GroupCase,” JournalofFinancialand

Quantitative Analysis,September,1977.

“RiskReductionandPortfolioSize:AnAnalyticalSolution,” JournalofBusiness,October,1977.

“OptimalInvestment andFinancingPatternsunderAlternativeMethodsof Regulation,” inLevy

andSarnat(eds.)FinancialDecisionMakingUnderUncertainty,Academic Press,1977.

“SimpleCriteriaforOptimalPortfolioSelection,” JournalofFinance,December,1976.

“IntertemporalPortfolioAnalysisBasedonSimulationofJointReturns,” ManagementScience, September,1976.

“OntheOptimalityofEqualLifePolicyforEquipmentSubjecttoTechnologyImprovement,”

OperationsResearchQuarterly,December,1975.

“ACloserLookattheImplicationsof theStableParetianHypothesis,” ReviewofEconomics andStatistics,May,1975.

“Valuation,OptimumInvestment andFinancingforthe FirmSubjecttoRegulation,” Journalof

Finance,May,1975.

“OntheCashBalanceProblem,” OperationsResearchQuarterly,December,1974.

“OntheMaximizationof theGeometric MeanwithLognormalReturnDistribution,”

ManagementScience,December,1974.

“TimeSeriesAnalysis,” in Financial Analysts’ Handbook (ed.),S.N. Levine,DowJones,Inc.,1974.

“PortfolioTheoryWhenInvestmentRelatives areLognormallyDistributed,” JournalofFinance, September,1974.

“TheMulti-PeriodConsumptionInvestmentProblemandSinglePeriodAnalysis,” Oxford

Economic Papers, July,1974.

“OntheOptimalityofSome Multi-PeriodPortfolioSelectionCriteria,” JournalofBusiness, April,1974.

“EstimatingtheDependenceStructureofSharePrices–ImplicationsforPortfolioSelection," JournalofFinance,December,1973.

“AssetSelectionwithChangingCapitalStructure,” JournalofFinancialandQuantitative

Analysis,June,1973.

Commenton“AnOperationalApproachtoRiskScreening,” JournalofFinance,May,1973.

“ValuationandtheCostof CapitalforRegulatedIndustries:AReply,” JournalofFinance, December,1972.

“TheEconomic Value of theCall Option,” JournalofFinance,September,1972.

“EarningsEstimates andtheAccuracyofExpectationalData,” ManagementScience,April,1972.

“ImprovedEarningsForecaststhroughDisaggregationofEconomic Data,” in ApplicationsofManagementScienceModelsin BankingandFinance,editedbySamuelEilonandTerence Fowkes.(GowerPress,Ltd.;England,1972).

“ImprovedForecastingthroughtheDesignofHomogenousGroups,” JournalofBusiness, October,1971.

“ValuationandtheCostof CapitalforRegulatedIndustries,” JournalofFinance,June,1971. ReprintedinEngler,ManagerialFinanceCases andReadings.

“Dynamic ProgrammingModelsinFinance,” JournalofFinance,May,1971.

“MarginalStockholderTaxRates andtheClienteleEffect,” TheReviewofEconomic and

Statistics,February,1970.

“CapitalRationingandExternal DiscountRates,” JournalofFinance,June,1970.

“HomogenousGroups andtheTestingofEconomic Hypothesis,” JournalofFinancialand

Quantitative Analysis,January,1970.

“ImplicationsofValuationModels:AComment,” ProceedingsofNewYorkSocietyofSecurity

Analysis,April,1969.

“TheEffectofShareRepurchaseonthe Value of theFirm-Reply,” JournalofFinance, December,1968.

“TheCostofRetainedEarnings:ImplicationsofShare Repurchase,” IndustrialManagement

Review,Spring,1968.

“TheEffectofShareRepurchaseonthe Value of theFirm,” JournalofFinance,March,1968.

WORKINPROGRESS

“Fund of Funds- Agency Problems”

PAPERSPRESENTED

EuropeanFinance Association: 2008, 2007,2006,2004,2003, 2002, 2001, 2000, 1998,

1997,1996, 1195,1994, 993,1992, 1991, 1989,1988,1987, 1986, 1985,1984, 1983,

1082,1972, 1970.

AmericanFinance AssociationNationalMeetings:2004,2003, 2001, 1996, 1985, 1983,

1982,1975, 1974,1969-1970.

NUMEROUSPRESENTATIONS AT

EasternFinanceAssociation,Econometric Society,ManagementScience,American StatisticalSociety,OperationsResearchSociety,InstituteforQuantitativeResearchin Finance,MidwesternFinance Association,SouthernFinanceAssociation,Western Finance Association,FinancialManagementAssociation,DanishSocietyofFinancial Markets.

PRESENTATIONSAT SEVERALUNIVERSITIESINCLUDING

DartmouthCollege,UniversityofPennsylvania,Universityof CaliforniaatLosAngeles, UniversityofNorthCarolina,IndianaUniversity,UniversityofTexas,Universityof Virginia,UniversityofArizona,OhioStateUniversity,UniversityofFlorida, State UniversityofNewYorkatBuffalo,IBIMECBrazil,European InstituteforAdvanced StudiesinManagement,LondonBusinessSchool,FrenchAssociationofDoctorsin Economics,TulaneUniversity,DukeUniversity,UniversityofIllinois,GeorgiaState University,Georgia TechUniversity,UniversityofSouthernCalifornia,Universityof Maryland,MassachusettsInstitute ofTechnology,EmoryUniversity,Universityof Richmond,BostonCollege,Yale University,PrincetonUniversity,UniversitaBocconi, PekingUniversity,StanfordUniversity,TsinghuaUniversity,Melbourne Business School,UniversityofNewSouth Wales,CopenhagenBusinessSchool,Queensland UniversityofTechnology,HarvardUniversity andRudgersUniversity.

MISCELLANEOUS

Keynote address – Chinese Finance Association ,2013

Keynote address – Professional Asset Management Conference, Netherlands, 2012

Keynote address – Portugal Finance Network, July 2012

Keynoteaddress–Wharton Pension Research Council Symposium,May 2012.

Keynoteaddress–University of Rotterdam Conference on Pensions and Investing,August2011.

Keynoteaddress-FinanceEconomics andAccountingAnnualMeeting,November2009.

Keynoteaddress-InternationalFinanceConference,CityUniversity,London,August2009.

Keynoteaddress-InternationalSymposiumonForecasting,France,June2008

Chairedsession,AmericanFinance AssociationMeeting,2007

Member,ProgramCommitteeforAFA,2007

Keynoteaddress-The InfinityConferenceatTrinityCollege,Dublin,June2007.Keynoteaddress-CatholicUniversity,Milan,Italy,May2006.

Member,ProgramCommitteeforEuropeanFinance Association2005-2007

Keynoteaddress–AustralasianConferenceinFinance (Sydney,Australia), December2005.

Keynoteaddress–China InternationalConferenceinFinance (co-sponsoredwithMIT), July2005.

Keynoteaddress–UniversityofMichiganConferenceonFinancial Markets,June2005.

Keynoteaddress–AustralianFinanceConference,March2004.

Keynoteaddress–FinancialManagementAssociation,November2003.Keynoteaddress–IsraelMutualFundConference,March2003.

Keynoteaddress–WhartonConferenceonMutualFunds,May2002. InvitedPublic Lecture–LondonBusinessSchool,May2002.Keynoteaddress–Enquire,Europe,April2002.

Keynoteaddress–Pacific BasinFinanceEconomics andAccountingConference, September2001.

Keynoteaddress–TaiwanConferenceonFinance,June2001.

Keynoteaddress–PekingUniversityConference onFinance,June2001. Keynoteaddress–EuropeanFinancialManagementAssociation,June2000.Keynoteaddress–FrenchFinance Association,June1999.

Keynoteaddress–PensionAdvisoryconference,SanDiego,January1998. Keynoteaddress–Mid-SizedPensionManagementConference,May1997.

ResearchSeminarforSeniorFinancialEconomists,Summer1997,1998, 1999, 2001.

Keynoteaddress–NorthernFinanceAssociation,October1997.President,AmericanFinance Association,1995.

VicePresident andPresident-elect,AmericanFinanceAssociation,1994. KeynoteSpeaker–TexasSymposium,1994.

Memberof BoardofDirectorsof the AmericanFinance Association,1993-1998. 1980-1983. KeynoteSpeaker–AsianFinance AssociationAnnualMeeting,1992.

Director,EuropeanFinance Association,1992-1995,1988-1990, 1974-1975. AssociateEditor,JournalofBankingandFinance,1989-present.

Director,AssetManagement Initiative,NYUSalomonCenter,2003-present. Member,AdvisoryBoardof theEuropeanFinancialReview,1998-2002.

Serves ascontributorandrefereeforJapanandtheWorldEconomy:InternationalJournalof

TheoryandPolicy,1988-Present.

AssociateEditor,JournalofAccounting,Auditingand Finance,1987-1998. Editor,JournalofFinance,1983-1988.

DepartmentEditorofFinanceforManagementScience,1978-1983.

Member,AdvisoryBoardof theComputerApplicationsCommitteeof theNewYorkSocietyof

SecurityAnalysts,1975-19811970-1972.

Co-Editorof theNewYorkUniversityGraduateSchoolofBusinessAdministrationMonograph

SeriesinFinanceandEconomics,1975-1981.

Member,EditorialBoardofInvestmentManager’sHandbook.

Servedas refereeforJournalofFinance,ManagementScience,JournalofFinancialandQuantitative Analysis,JournalofBusiness,AmericanEconomic Review,ReviewofEconomicsandStatistics,JournalofBankingandFinance,ReviewofFinancialStudies

PROFESSIONALACTIVITIES

TaughtExecutiveProgramsin:

Luxembourg,Singapore,Switzerland,Japan, China,Brazil,Argentina,Portugal, Greece,

WestGermany,andthe UnitedStates.

Memberof theExecutiveand Investment Committeesof theBoardofDirectorsof theNationalBureauofEconomic Research

Memberof BoardofDirectorsof:

TheNationalBureauofEconomic Research

TheJapanEquityFundInc. - (Chairman of the Board)

TheSingaporeEquityFund Inc.

PreviouslyMemberof:

BoardofDirectorsofTIAA

BoardofDirectors(andchairmanof the Board)of CREF BoardofDirectorsofS.G. CowenFunds

BoardofDirectorsofDWSFunds andChairmanofEquityCommittee

Board of Directors and Chairman of the Thai Equity Fund Inc.

Servedasa consultanttoseveralFinancialInstitutions, including,FTSE, MorganGuarantyBank, EquitableAssuranceCompany,Donaldson,Lufkin,andJenrette;BlythEastmanDillon,Salomon Brothers,ManufacturesHanover,NomuraSecurities,ErnstYoung,AndersonConsultingand Nomura Research Institute.

HONORS

Investment Committee of theNationalBureauofEconomic Research,2009

ExecutiveCommittee of theNationalBureauofEconomic Research,2008

Fellow,InstituteforQuantitativeResearch,Nov.2006

Fellow,AmericanFinance Association

Fellow,FinancialManagementAssociation

BoardofDirectors,NationalBureauofEconomic Research,December2005

JamesR.VertinAward forlifetimeachievement forproducingabodyofworkwithenduring valueforInvestmentProfessionals,2004

President of the American Finance Association, 1996

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