Contributors
Yves Achdou, PhD
Professor, Lab. Jacques-Louis Lions, University Paris-Diderot, Paris, France
Irene Aldridge
Managing Partner, Able Alpha Trading
Carol Alexander, PhD
Professor of Finance, University of Sussex
Andrew Alford, PhD
Managing Director, Quantitative Investment Strategies, Goldman Sachs Asset Management
Noël Amenc, PhD
Professor of Finance, EDHEC Business School, Director, EDHEC-Risk Institute
Bala Arshanapalli, PhD
Professor of Finance, Indiana University Northwest
David Audley, PhD
Senior Lecturer, The Johns Hopkins University
Jennifer Bender, PhD
Vice President, MSCI
William S. Berliner
Executive Vice President, Manhattan Advisory Services Inc.
Anand K. Bhattacharya, PhD
Professor of Finance Practice, Department of Finance, W. P. Carey School of Business, Arizona State University
Michele Leonardo Bianchi, PhD
Research Analyst, Specialized Intermediaries Supervision Department, Bank of Italy
Olivier Bokanowski
Associate Professor, Lab. Jacques-Louis Lions, University Paris-Diderot, Paris, France
Gerald W. Buetow Jr., PhD, CFA
President and Founder, BFRC Services, LLC
Paul Bukowski, CFA, FCAS
Executive President, Head of Equities, Hartford Investment Management
Joseph A. Cerniglia
Visiting Researcher, Courant Institute of Mathematical Sciences, New York University
Ren-Raw Chen
Professor of Finance, Graduate School of Business, Fordham University
Anna Chernobai, PhD
Assistant Professor of Finance, M. J. Whitman School of Management, Syracuse University
Richard Chin
Investment Manager, New York Life Investments
António Baldaque da Silva
Managing Director, Barclays
Siddhartha G. Dastidar, PhD, CFA
Vice President, Barclays
Arik Ben Dor, PhD
Managing Director, Barclays
Michael Dorigan, PhD
Senior Quantitative Analyst, PNC Capital Advisors
Kevin Dowd, PhD
Partner, Cobden Partners, London
Pamela P. Drake, PhD, CFA
J. Gray Ferguson Professor of Finance, College of Business, James Madison University
Lev Dynkin, PhD
Managing Director, Barclays
Brian Eales
Academic Leader (Retired), London Metropolitan University
Abel Elizalde, PhD
Credit Derivatives Strategy, J.P. Morgan
Robert F. Engle, PhD
Michael Armellino Professorship in the Management of Financial Services and Director of the Volatility Institute, Leonard N. Stern School of Business, New York University
Frank J. Fabozzi, PhD, CFA, CPA
Professor of Finance, EDHEC Business School
Peter Fitton
Manager, Scientific Development,
CreditXpert Inc.
Sergio M. Focardi, PhD
Partner, The Intertek Group
Radu Găbudean, PhD
Vice President, Barclays
Vacslav S. Glukhov, PhD
Head of Quantitative Strategies and Data Analytics, Liquidnet Europe Ltd, London, United Kingdom
Felix Goltz, PhD
Head of Applied Research, EDHEC-Risk Institute
Chris Gowlland, CFA
Senior Quantitative Analyst, Delaware Investments
Biliana S. Güner
Assistant Professor of Statistics and Econometrics, Özyeĝin University, Turkey
Francis Gupta, PhD
Director, Index Research & Design, Dow Jones Indexes
Markus Höchstötter, PhD
Assistant Professor, University of Karlsruhe
John S. J. Hsu, PhD
Professor of Statistics and Applied Probability, University of California, Santa Barbara
Jay Hyman, PhD
Managing Director, Barclays, Tel Aviv
Bruce I. Jacobs, PhD
Principal, Jacobs Levy Equity Management
Robert R. Johnson, PhD, CFA
Independent Financial Consultant, Charlottesville, VA
Frank J. Jones, PhD
Professor, Accounting and Finance Department, San Jose State University and Chairman, Investment Committee, Private Ocean Wealth Management
Robert Jones, CFA
Chairman, Arwen Advisors, and Chairman and CIO, Systems Two Advisors
Andrew Kalotay, PhD
President, Andrew Kalotay Associates
Young Shin Kim, PhD
Research Assistant Professor, School of Economics and Business Engineering, University of Karlsruhe and KIT
Petter N. Kolm, PhD
Director of the Mathematics in Finance Masters Program and Clinical Associate Professor, Courant Institute of Mathematical Sciences, New York University
Glen A. Larsen Jr., PhD CFA
Professor of Finance, Indiana University Kelley School of Business–Indianapolis
Anthony Lazanas
Managing Director, Barclays
Arturo Leccadito, PhD
Business Administration Department, Università della Calabria
Tony Lelièvre, PhD
Professor, CERMICS, Ecole des Ponts Paristech, Marne-la-Vallée, France
Alexander Levin, PhD
Director, Financial Engineering, Andrew Davidson & Co., Inc.
Kenneth N. Levy, CFA
Principal, Jacobs Levy Equity Management
Terence Lim, PhD, CFA
CEO, Arwen Advisors
Peter C. L. Lin
PhD Candidate, The Johns Hopkins University
Steven V. Mann, PhD
Professor of Finance, Moore School of Business, University of South Carolina
Harry M. Markowitz, PhD
Consultant and Nobel Prize Winner, Economics, 1990
Lionel Martellini, PhD
Professor of Finance, EDHEC Business School, Scientific Director, EDHEC-Risk Institute
James F. McNatt, CFA
Executive Vice President,
ValueWealth Services
Christian Menn, Dr Rer Pol
Managing Partner, RIVACON
Ivan Mitov
Head of Quantitative Research, FinAnalytica
Edwin H. Neave
Professor Emeritus, School of Business, Queen’s University, Kingston, Ontario
William Nelson, PhD
Professor of Finance, Indiana University Northwest
Frank Nielsen
Managing Director of Quantitative Research, Fidelity Investments - Global Asset Allocation
Philip O. Obazee
Senior Vice President and Head of Derivatives, Delaware Investments
Dominic O’Kane, PhD
Affiliated Professor of Finance, EDHEC Business School, Nice, France
Dessislava A. Pachamanova
Associate Professor of Operations Research, Babson College
Bruce D. Phelps
Managing Director, Barclays
Thomas K. Philips, PhD
Regional Head of Investment Risk and Performance, BNP Paribas Investment Partners
David Philpotts
QEP Global Equities, Schroder Investment Management, Sydney, Australia
Wesley Phoa
Senior Vice President, Capital International Research, Inc.
Svetlozar T. Rachev, PhD Dr Sci
Frey Family Foundation Chair Professor, Department of Applied Mathematics and Statistics, Stony Brook University, and Chief Scientist, FinAnalytica
Boryana Racheva-Yotova, PhD
President, FinAnalytica
Shrikant Ramanmurthy
Consultant, New York, NY
Srichander Ramaswamy, PhD
Senior Economist, Bank for International Settlements, Basel, Switzerland
Patrice Retkowsky
Senior Research Engineer, EDHEC-Risk Institute
Paul Sclavounos
Department of Mechanical Engineering, Massachusetts Institute of Technology
Shani Shamah
Consultant, RBC Capital Markets
Koray D. Simsek, PhD
Associate Professor, Sabanci School of Management, Sabanci University
James Sochacki
Professor of Applied Mathematics, James Madison University
Arne D. Staal
Director, Barclays
Maxwell J. Stevenson, PhD
Discipline of Finance, Business School, University of Sydney, Australia
Filippo Stefanini
Head of Hedge Funds and Manager Selection, Eurizon Capital SGR
Stoyan V. Stoyanov, PhD
Professor of Finance at EDHEC Business School and Head of Research for EDHEC Risk Institute-Asia
Anatoliy Swishchuk, PhD
Professor of Mathematics and Statistics, University of Calgary
Ruey S. Tsay, PhD
H.G.B. Alexander Professor of Econometrics and Statistics, University of Chicago Booth School of Business
Radu S. Tunaru
Professor of Quantitative Finance, Business School, University of Kent
Cenk Ural, PhD
Vice President, Barclays
Donald R. Van Deventer, PhD
Chairman and Chief Executive Officer, Kamakura Corporation
Raman Vardharaj
Vice President, Oppenheimer Funds
Robert E. Whaley, PhD
Valere Blair Potter Professor of Management and Co-Director of the Financial Markets Research Center, Owen Graduate School of Management, Vanderbilt University
Mark B. Wickard
Senior Vice President/Corporate Cash Investment Advisor, Morgan Stanley Smith Bamey
James X. Xiong, PhD, CFA
Senior Research Consultant, Ibbotson Associates, A Morningstar Company
Guofu Zhou
Frederick Bierman and James E. Spears Professor of Finance, Olin Business School, Washington University in St. Louis
Min Zhu
Business School, Queensland University of Technology, Australia