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职业迁徙
个人简介
Financial executive with experience leading global quantitative research and technology teams. Author of numerous publications in leading academic and practitioner journals. Co-inventor of several patents held by ITG Inc., including US 7,533,048 B2 (Fair value model based system, method, and computer program product for valuing foreign securities in a mutual fund), US 7,337,137 B2 (Investment portfolio optimization system, method and computer program product), and international patents related to factor risk models and transaction cost estimation. Author of "Exchange-traded funds and the new dynamics of investing," Oxford University Press, 2016.
Specialties: Quantitative research, market microstructure, trading, portfolio transition management, and exchange-traded products.
Registration: Series 7, 24, and 63
研究兴趣
论文共 53 篇作者统计合作学者相似作者
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SSRN Electronic Journal (2024)
JOURNAL OF INVESTMENT MANAGEMENTno. 2 (2023): 50-71
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The Journal of Portfolio Managementno. 6 (2022): 171-184
The Journal of Fixed Income (2021)
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