Financial History Issue 133 (Spring 2020) | Page 28
of Risk and Insurance and several other
prestigious journals. Interestingly, the
majority of his articles were published
in the Financial Analysts Journal of the
CFA Institute, which had been founded
by Benjamin Graham in 1937, then called
the New York Society of Security Analysts.
Academic Honors
Roger Murray speaks with attendees at his 1993 lecture series.
commercial computer; FLOW-MATIC,
the first language-based programming
language; and COBOL, the most exten-
sively used computer language in the
world. She was a long-serving officer in
the US Navy, who rose to the position
of Rear Admiral. The Navy destroyer,
USS Hopper, was named in her honor in
1997. She was the recipient of more than
40 honorary degrees. After her death, she
posthumously received the Presidential
Medal of Freedom for her “lifelong leader-
ship role in the field of computer science.”
Roger attended Phillips Andover Acad-
emy and Yale, graduating Phi Beta Kappa
in 1932. After graduation, he joined the
Bankers Trust Company as one of only
three new associates hired in 1932, at the
depth of the Great Depression. He attended
New York University at night to earn his
MBA and Ph.D. degrees. His dissertation,
entitled “Preferred Stocks of Industrial
Companies,” was published in 1942.
In 1934, he married Agnes McDede
(1908–2001). They lived at 230 Riverside
Drive, at the corner of W. 95th Street,
where he lived as a child.
In 1944, he enlisted in the Army Air
Force and served as a captain during the
war until his discharge in December 1945.
He rejoined Bankers Trust as an invest-
ment manager, chief economist and vice
president until his retirement from bank-
ing in 1955.
Academic Career (1956–1978)
In 1956, Benjamin Graham retired from
teaching security analysis at Columbia
University and moved to Beverly Hills.
Dean Courtney Brown was looking for
administrative assistance and for a suc-
cessor to follow Graham. He approached
Roger Murray, whom he had known for
years, to join the faculty as associate dean
and to coordinate with Benjamin Graham
and David Dodd to continue their teach-
ings. In 1958, Murray was appointed as the
first S. Sloan Colt Professor of Banking,
a chair he held until 1965. In addition to
Graham and Dodd’s security analysis, he
taught courses on capital markets and
portfolio management.
From 1965 to 1970, Murray continued
to teach as an adjunct professor while
working full time on his passion of pro-
moting equity investment to the pension
fund community at the College Retire-
ment Equity Fund.
In 1970, Murray rejoined Columbia
Business School full time as the S. Sloan
Colt Professor of Banking and Finance.
He continued to teach and publish aca-
demic research until his retirement in
1978.
From 1952 to 1984, he published many
articles on pensions, capital markets and
macro issues in the Journal of Finance,
the Financial Analysts Journal, the Journal
26 FINANCIAL HISTORY | Spring 2020 | www.MoAF.org
In 1964, Murray was elected president of
the American Finance Association, the
premier academic organization devoted
to the study and promotion of knowledge
about financial economics. It is also the
publisher of the Journal of Finance.
In 1974, he was appointed to the New
York State Council of Economic Advi-
sors by then-governor Nelson Rockefeller.
In 1993, Murray received the CFA Insti-
tute’s prestigious Nicholas Molodovsky
Award for his outstanding contribution to
investment research. Benjamin Graham
received this award in 1975.
College Retirement Equity Fund
(1965–1970)
Professor Murray joined the College
Retirement Equity Fund (CREF), an affil-
iate of the Teachers Insurance Annu-
ity Association (TIAA), in 1965 as vice
president and economist to develop its
investment operation. In 1967, he was
elected chairman of the CREF Finance
Committee.
At that time, pension funds invested
primarily in bonds. Stocks were regarded
as a high-risk, volatile asset class and,
therefore, not appropriate for conserva-
tive pension funds. CREF challenged that
view, citing long-term superior returns
of equities over bonds even though the
short-term volatility was higher. The long-
term investment horizon of pension funds
made short-term volatility irrelevant. In
fact, at times highly volatile securities can
be viewed as an opportunity, not a risk,
which is a core tenet of Benjamin Gra-
ham’s teachings.
Roger Murray’s achievements at CREF
are recounted in It’s My Retirement
Money—Take Good Care of It: The TIAA-
CREF Story, by William C. Greenough,
president of TIAA-CREF from 1957 until
his retirement in 1979. The following is a
summary of Greenough’s recollections of
Murray’s contribution to the development
of CREF.