Robert Jeremy Goltho Grantham CBE is a British investor and co-founder and chief investment strategist of Grantham, Mayo, & van Otterloo, a Boston-based asset management firm. GMO had more than US$118 billion in assets under management as of March 2015. He has been a vocal critic of various governmental responses to the Global Financial Crisis from 2007 to 2010. Grantham started one of the world's first index funds in the early 1970s.