Andrew W. Lo is the Charles E. and Susan T. Harris Professor, a Professor of Finance, and the Director of the Laboratory for Financial Engineering at the MIT Sloan School of Management.
Prior to MIT Sloan, he taught at the University of Pennsylvania Wharton School as the W.P. Carey Assistant Professor of Finance from 1984 to 1987, and as the W.P. Carey Associate Professor of Finance from 1987 to 1988. His research interests include the empirical validation and implementation of financial asset pricing models; the pricing of options and other derivative securities; financial engineering and risk management; trading technology and market microstructure; statistics, econometrics, and stochastic processes; computer algorithms and numerical methods; financial visualization; nonlinear models of stock and bond returns; hedge-fund risk and return dynamics and risk transparency; and, most recently, evolutionary and neurobiological models of individual risk preferences and financial markets.
Lo has published numerous articles in finance and economics journals. He is a coauthor of The Econometrics of Financial Markets, A Non-Random Walk Down Wall Street, The Heretics of Finance, and The Evolution of Technical Analysis, and is the author of Hedge Funds: An Analytic Perspective. Lo is currently an associate editor of the Financial Analysts Journal, the Journal of Portfolio Management, the Journal of Computational Finance, and Quantitative Finance, and is a coeditor of Annual Review of Financial Economics.
His awards include the Alfred P. Sloan Foundation Fellowship, the Paul A. Samuelson Award, the American Association for Individual Investors Award, the Graham and Dodd Award, the 2001 IAFE-SunGard Financial Engineer of the Year Award, a Guggenheim Fellowship, the CFA Institute’s James R. Vertin Award, and awards for teaching excellence from both the Wharton School of the University of Pennsylvania and MIT Sloan. A former governor of the Boston Stock Exchange, he is currently a Research Associate of the National Bureau of Economic Research and a member of the OFR Financial Research Advisory Committee, the New York Federal Reserve Board’s Financial Advisory Roundtable, FINRA’s Economic Advisory Committee, the Consortium for Systemic Risk Analytics Academic Advisory Board, the Board on Mathematical Sciences and Their Applications, and Beth Israel Deaconess Medical Center’s Board of Overseers. He is founder and chief scientific officer of AlphaSimplex Group, LLC, a quantitative investment management company based in Cambridge, Massachusetts.
Massachusetts Institute of Technology
Sanjiv R. Das
Sanjiv Das is the William and Janice Terry Professor of Finance at Santa Clara University's Leavey School of Business. He previously held faculty appointments as Associate Professor at Harvard Business School and UC Berkeley. He holds post-graduate degrees in Finance (M.Phil and Ph.D. from New York University), Computer Science (M.S. from UC Berkeley), an MBA from the Indian Institute of Management, Ahmedabad, B.Com in Accounting and Economics (University of Bombay, Sydenham College), and is also a qualified Cost and Works Accountant. He is a senior editor of The Journal of Investment Management, co-editor of The Journal of Derivatives and The Journal of Financial Services Research, and Associate Editor of other academic journals. Prior to being an academic, he worked in the derivatives business in the Asia-Pacific region as a Vice-President at Citibank. His current research interests include: the modeling of default risk, machine learning, social networks, derivatives pricing models, portfolio theory, and venture capital. He has published over eighty articles in academic journals, and has won numerous awards for research and teaching. His recent book "Derivatives: Principles and Practice" was published in May 2010. He currently also serves as a Senior Fellow at the FDIC Center for Financial Research.
Santa Clara University
John Ameriks, Ph.D., is a principal and head of the Active Equity Group within Vanguard Equity Investment Group. He oversees the portfolio management team that serves as investment advisor to Vanguard Strategic Equity Fund and Vanguard Strategic Small-Cap Equity Fund. The team also manages portions of 10 other Vanguard stock funds.
Mr. Ameriks previously served as head of Vanguard Investment Counseling & Research group, which, in conjunction with Vanguard Investment Strategy Group, develops the firm's advice methodology and conducts investment research. Mr. Ameriks' research has been published in The Journal of Finance, The American Economic Review, The Quarterly Journal of Economics, The Review of Economics and Statistics, and the Journal of Financial Planning. He is coeditor, with Olivia Mitchell of the Wharton School of the University of Pennsylvania, of Recalibrating Retirement Spending and Saving (Oxford University Press).
His current research interests include quantitative equity investment strategies, behavioral economics, issues in retirement finance, and solutions-oriented single-fund investments. Before joining Vanguard in 2003, Mr. Ameriks was a senior research fellow at the TIAA-CREF Institute. Mr. Ameriks received an A.B. from Stanford University and his M.A., M.Phil., and Ph.D. in economics from Columbia University.
Vanguard Equity Investment Group
Jeremy Baskin is the Chief Executive Officer and Global Chief Investment Officer of AXA Rosenberg since 2011 and Member of the AXA IM Executive Committee and Management Board.
- Head of Active Equities (both quantitative and fundamental) at Northern Trust from 2009 to 2010.
- Global Head of Quantitative Active Strategies, Quantitative Management at Northern Trust from 2002 to 2009.
- Director of Structured Equity, Quantitative Management at Northern Trust from 2000 to 2002.
- Senior Marketer, Equity Derivatives Group at First Union Securities, INC in Charlotte, NC, US from 1998 to 2000.
- Various positions at Northern Trust between 1988 to 1998.
- Financial Analyst, Corporate Finance, Merrill Lynch Capital Markets in New York, from 1986 to 1988.
- Holds a BA in History from Wesleyan University, and an MBA from J.L. Kellogg Graduate School of Management, Northwestern University.
- He has held his Chartered Financial Analyst (CFA) designation since 1999.
- Member of the Investment Analysts Society of San Francisco, Chicago Quantitative Alliance and the CFA Institute.
AXA Rosenberg Investment Management
Tony is Chairman, Chief Executive Officer and Co-Founder of 1st Global, a diversified financial services firm that is the business development and resource partner to leading tax, accounting and law firms. 1st Global works with these firms to provide comprehensive wealth management services to emerging affluent and affluent families, businesses, foundations and other institutions. Through 1st Global, he has created innovative educational programs, advanced support services and cutting-edge technology tools that cater to the wealth management advisor.
Tony is a Certified Public Accountant, Chartered Financial Analyst and CERTIFIED FINANCIAL PLANNER. His professional memberships include the American Institute of Certified Public Accountants, the Texas Society of CPAs, the Institute of Certified Financial Planners, the Financial Planning Association, the Investment Management Consultants Association and the CFA Institute. For 2004 and 2005, Tony served as chairman of the Financial Services Institute. The Financial Services Institute is a membership association of broker/dealers and Registered Investment Adviser firms that serve registered representatives who are independent contractors. The FSI works for the success of its members through regulatory advocacy, conferences and education, peer networking and research. For 2006, Tony served on the board of directors of the FSI and served as chairman of its political action committee.
Tony is a graduate of the University of Kansas and serves on the board of advisors to both its School of Business and its Accounting and Information Systems program. He is also an instrument-rated private pilot. Tony and his wife Vicki were married in 1982 and reside in Dallas, Texas.
Gary Bergstrom is Chairman and founder of Acadian Asset Management, an investment manager with over $40 billion in assets. Acadian focuses on advanced active strategies for global equity and fixed income markets. He previously started and managed the Putnam International Fund. Gary is also a member of the MIT Sloan Visiting Committee. He earned a doctorate from the Massachusetts Institute of Technology, where he also served on the faculty.
Acadian Asset Management, LLC
|H. Gifford Fong
H. Gifford Fong
H. Gifford Fong is President of Gifford Fong Associates, a firm specializing in fixed income, derivative product and asset allocation analysis. Independent valuation, model validation and portfolio strategy analysis are areas of emphasis. He is a graduate of the University of California where he earned his B.S., M.B.A. and J.D. (law).
Mr. Fong is the editor of the Journal Of Investment Management (JOIM); founder of the JOIM Conference Series; member of the Corporation Visiting Committee for the MIT Sloan School of Management; member of the North American Executive Board of the MIT Sloan School; member of the Advisory Board of the Finance Faculty of the MIT Sloan School; founding sponsor, member of the Steering Committee of the Masters in Financial Engineering Program at the University of California at Berkeley; member, Haas Hall of Fame, Haas School of Business, University of California at Berkeley; member of the of the Academic Advisory Board of the Consortium for System Risk Analytics; member of Advisory Board of the MIT Center for Finance and Policy; member of the Board of Advisory Trustees, University of California, Berkeley Foundation; former editor of the Financial Analysts Journal; former member of the Board of Directors and Program Chairman of the Institute for Quantitative Research in Finance; former member of the Advisory Group of the University of California Regents Committee on Investments; former Vice Chair and member of the Research Committee of the Research Foundation of the CFA Institute and a contributor to a number of professional books and journals.
In addition, Mr. Fong is co-author of "Fixed-Income Portfolio Management," a book published by Dow Jones-Irwin, co-author of "Advanced Fixed Income Portfolio Management, The State of the Art," a book published by Probus Publishing, editor of “The Credit Market Handbook: Advanced Modeling Issues,” a book published by Wiley Finance, editor of “The World of Hedge Funds: Characteristics and Analysis” and “The World of Risk Management,” books published by World Scientific. He is also the author of numerous professional journal publications. Mr. Fong has received a number of honors, including the Institute for Quantitative Research in Finance Award and the Financial Analysts Journal Graham and Dodd Award of Excellence. He also is on a number of boards of directors of non-related companies and non-profit institutions.
Gifford Fong Associates
Jason Hsu, a co-founder of Research Affiliates, is CEO and Chairman of Rayliant Global Advisors, based in Hong Kong. Rayliant Global Advisors is an Asia-focused investment firm focused on smart beta strategies tailored to the Asian markets as well as Chinese equity strategies targeted at foreign institutional investors. Jason continues to serve in a non-executive capacity at Research Affiliates as Vice Chairman. He is a strong advocate for investor education and products that add value by systematically exploiting known sources of excess returns and delivering them in low-cost and transparent index chassis.
Jason is at the forefront of the smart beta revolution and is a recognized thought leader in the space. Building on his pioneering work on the RAFI™ Fundamental Index™ approach to investing with Rob Arnott in 2005, he has published numerous articles on the topic, notably including “A Survey of Alternative Equity Index Strategies,” which won a 2011 Graham and Dodd Scroll and the Readers’ Choice Award from CFA Institute and "The Surprising Alpha from Malkiel's Monkey and Upside-Down Strategies," which won the 2013 Bernstein Fabozzi/Jacobs Levy Award for Outstanding Paper in the Journal of Portfolio Management. In 2005 and 2013, he received the William F. Sharpe Award for Best New Index Research, which is awarded by Institutional Investor Journals, for his research on smart beta.
Jason is a member of the board of directors at the Anderson School of Management at UCLA, as well as an adjunct professor in finance. For his service to UCLA’s Anderson School, Jason received the 2009 Outstanding Service Award. Jason is also a visiting professor in international finance at the Taiwan National University of Political Science.
Jason has authored more than 40 peer-reviewed articles. He is an associate editor of the Journal of Investment Management and serves on the editorial board of the Financial Analysts Journal, the Journal of Index Investing, the Journal of Investment Consulting, and the Journal of Investment Management.
Jason graduated with a BS (summa cum laude) in physics from the California Institute of Technology, was awarded an MS in finance from Stanford University, and earned his Ph.D. in finance from UCLA, where he conducted research on the equity premium, business cycles, and portfolio allocations
Rayliant Global Advisors, Research Affiliates and UCLA
Will is senior managing director and head of research and investment strategies at State Street Global Exchange. His team undertakes customized advisory assignments and designs tailored investment strategies for State Street clients worldwide. He also serves as global head of State Street's academic affiliate, State Street Associates, a unique partnership that bridges the worlds of financial theory and practice. Will was awarded the 2013 Peter L. Bernstein Award and the 2013 Bernstein Fabozzi/Jacobs Levy Award. He holds an M.S. in finance from the Carroll School of Management at Boston College and a B.A. in Economics from Tufts University.
State Street Global Exchange
MARK KRITZMAN is CEO of Windham Capital Management, LLC and the Chairman of Windham’s investment committee. He is responsible for managing research activities and investment advisory services. He is also a Founding Partner of State Street Associates, and he teaches a graduate finance course at the Massachusetts Institute of Technology.
Mark served as a Founding Director of the International Securities Exchange and has served on several boards, including the Institute for Quantitative Research in Finance, The Investment Fund for Foundations, and State Street Associates. He is also a member of several advisory and editorial boards, including the Advisory Board of the MIT Sloan Finance Group, the Emerging Markets Review, the Financial Analysts Journal, the Journal of Alternative Investments, the Journal of Derivatives, the Journal of Investment Management, where he is Book Review Editor, and The Journal of Portfolio Management. He has written numerous articles for academic and professional journals and is the author of six books including Puzzles of Finance and The Portable Financial Analyst.
Mark won Graham and Dodd scrolls in 1993 and 2002, the Research Prize from the Institute for Quantitative Investment Research in 1997, the Bernstein Fabozzi/Jacobs Levy Award nine times, the Roger F. Murray Prize from the Q-Group in 2012, and the Peter L. Bernstein Award in 2013 for Best Paper in an Institutional Investor Journal. In 2004, Mark was elected a Batten Fellow at the Darden Graduate School of Business Administration, University of Virginia.
Mark has a BS in economics from St. John’s University, an MBA with distinction from New York University, and a CFA designation.
Windham Capital Management, LLC
Jean-Francois is responsible for the identification and modelling of risk/return characteristics of all active programs and new asset classes across the total investment portfolio. Jean-Francois was most recently Senior Vice President, Investment Policy Research, at Caisse de Depot et Placement du Quebec, where he led the investment research, investment policy and macroeconomic research areas. Prior to joining CDP, Jean-Francois was an Associate Professor of Finance at HEC Montreal. Having written several articles for academic and professional journals, Jean-Francois serves as a referee for a few journals, and is on the Financial Analysts Journal Editorial Board. He is also a member of the board of directors of CIRANO (an interuniversity centre of research, liaison and transfer of knowledge on the analysis of organizations), and IFM2 (Institut de finance mathematique de Montreal).
Jean-Francois earned both his Doctorate and Master's degrees in Finance from Universite Laval and is a CFA charterholder.
|Richard O. Michaud
Richard O. Michaud
Richard O. Michaud is President and Chief Investment Officer of New Frontier Advisors LLC. Dr. Michaud's research and consulting has focused on portfolio optimization, asset allocation, investment strategies, global equity management, stock valuation technology, statistical methods in finance, financial planning theory, behavioral finance, portfolio analysis and trading costs. He has a Ph.D. in mathematics from Boston University and has taught investment management at Columbia University.
Dr. Michaud is co-inventor (with Robert O. Michaud) (U.S. patent, December 1999, October 2005 and Israeli patent, November 2005) of an optimization and portfolio rebalancing method for improving the investment value of equity portfolios and asset allocations in practice. Worldwide patents pending. New Frontier Advisors has exclusive worldwide rights. Prior professional positions include: Director, Research and Development, Acadian Asset Management; Director, Research and New Product Development, State Street Bank and Trust Co.; Head, Equity Analytics, Merrill Lynch; Director, Quantitative Investment Services, Prudential Securities.
He is a Graham and Dodd Scroll winner for his work on optimization, a former Director of the "Q" Group and an Editorial Board member of the Financial Analysts Journal and Journal of Investment Management (JOIM). He has published a number of papers in academic and professional journals and two books: Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation, Oxford University Press 1998; Investment Styles, Market Anomalies, and Global Stock Selection, Association for Investment Management Research (AIMR) 1999.
New Frontier Advisor, LLC
Professor O’Brien is the Executive Director of the Master’s in Financial Engineering (MFE) program at UC Berkeley, Haas School of Business. He assisted in developing the MFE program, and became its first Executive Director in July 2000. The Haas MFE is ranked number one in the world. Mr. O’Brien also is adjunct professor of finance at Haas; he created and teaches the MFE course in financial innovation.
Mr. O’Brien is the Haas faculty director for the Investment Management Consultants Association’s preparatory course for its Certified Investment Management Advisor designation. He is the strategic advisor to the Akul Disciplined Overvaluation Alpha Hedge Fund.
Prior to joining Haas, Mr. O’Brien was a managing director at Credit Suisse Asset Management in New York. At Credit Suisse, Mr. O’Brien had a series of responsibilities: creating and managing the performance measurement and risk management function, the client service function and the e-commerce effort.
Prior to Credit Suisse, Mr. O’Brien was co-founder, Chairman and CEO of Leland O’Brien Rubinstein (LOR) Associates, and Chairman of the Capital Market Fund, and the S&P 500 SuperTrust – the first exchange traded fund (ETF). LOR is credited with a series of financial market innovations and product offerings – a process that now is called “financial engineering”.
Mr. O’Brien co-founded Wilshire Associates (originally operated as O’Brien Associates), and co-developed the Wilshire 5000 common stock index (originally named and published as the O’Brien 5000 Index).
Mr. O’Brien has received various awards, including the Financial Analyst’s Graham and Dodd Scroll Award, and most recently, in 2004, he received the Matthew R. McArthur Award from the Investment Management Consultants Association for lifetime contributions to investment consulting. Mr. O’Brien was named among Fortune Magazine’s ten Businessmen of the Year in 1987.
Mr. O’Brien holds a S.B. in economics from MIT, and an M.S. in operations research from UCLA. He served as a Lieutenant in the United States Air Force.
University of California, Berkeley
Alex Potts is President and CEO of Loring Ward Group Inc. and the SA Funds - Investment Trust. Previously, he served as CEO of RNP Advisory Services, Inc., a registered investment advisory firm. Alex started the SA Funds - Investment Trust and founded Loring Ward Securities Inc. Alex earned a Bachelor of Science Degree in Economics from Santa Clara University. He holds General Securities (Series 7), State Law (Series 63), General Securities Principal (Series 24) and Uniform Investment Adviser Law Examination (Series 65) licenses. Alex previously served on the Dean's Advisory Board at the Leavey School of Business at Santa Clara University.
Loring Ward Group, Inc.
Tom Stringfellow is the President for Frost Investment Advisors, LLC. In this role he supervises all mutual fund and institutional portfolio management activities, research, and trading for Frost Investment Advisors, LLC. Tom holds a bachelor's of arts degree in business administration from Southwest Texas State University and a master's degree in economics from St. Mary's University, and also a master's degree in business from Texas A & I University. Tom has served on a number of professional organizations including the American Institute of Certified Public Accountants and the CFA Institute. He is a former member of the council for the AICPA and past president of the CFA Society of San Antonio. Tom has been with The Frost National Bank since 1980.
Frost Investment Advisors, LLC
Alan Adelman is Managing Partner and Chief Investment Officer of Cinque Partners LLC. With over 30 years of professional investment experience, Alan leads Cinque Partners and chairs its Investment Policy and Management Committees. Cinque Partners LLC is a core equity manager formed in January 2012 from a team of highly accomplished and senior Wells Fargo investment professionals. An alternative to traditional long only equity styles, the Cinque Partners Strategy includes buywrites, protective puts and managed futures to improve downside protection and portfolio income. Alan joined Wells Fargo Private Client Services (PCS) in 2000 as its Chief Investment Strategist, providing investment strategy for 220 portfolio managers, 1200 registered representatives, 600 personal trust officers and 150 private bankers. He served as the Chief Investment Officer for Wells Fargo's offshore trust company and he oversaw the PCS Flagship Wells Fargo Signature Core Equity Strategy, which was used as the model for separate accounts, commingled funds and unit trusts.
Angels Wealth Management
Dr. Vineer Bhansali is a managing director and portfolio manager in the Newport Beach office. He currently oversees PIMCO's quantitative investment portfolios. From 2000, he also headed PIMCO's firmwide analytics department. Prior to joining PIMCO in 2000, he was a proprietary trader in the fixed income trading group at Credit Suisse First Boston and in the fixed income arbitrage group at Salomon Brothers in New York. Previously, he was head of the exotic and hybrid options trading desk at Citibank in New York. He is the author of numerous scientific and financial papers and of the books "Bond Portfolio Investing and Risk Management," "Pricing and Managing Exotic and Hybrid Options," "Fixed Income Finance: A Quantitative Approach" and the most recent book, "Tail Risk Hedging". He has 23 years of investment experience and holds a Ph.D. in theoretical particle physics from Harvard University. He has a master's degree in physics and an undergraduate degree from the California Institute of Technology.
LongTail Alpha, LLC
Jeffrey Bohn is Chief Science Officer and head of GX Labs at State Street Global Exchange. In addition, he is an affiliated researcher at U.C. Berkeley¹s Center for Risk Management Research.
Prior to setting up GX Labs in San Francisco, he established the Portfolio Analytics/ Valuation Department within State Street Global Markets Japan. Fluent in Japanese, Jeff ran PWC Japan¹s Risk/Regulatory Financial Services consulting practice. Other past appointments include CEO, Soliton Financial Analytics in Hong Kong; Head, Portfolio Analytics/Economic Capital at Standard Chartered Bank in Singapore; General Manager, Financial Strategies at Shinsei Bank in Tokyo; Head, Moody¹s KMV¹s Global Research.
State Street Global Markets
Dr. Sharon Hill is Senior Vice President and heads the firm's equity quantitative research team and is a member of the firm's five-person asset allocation committee, which is responsible for building and managing multi-asset class portfolios. Dr. Hill joined Delaware Investments in 2000 as a senior programmer/analyst within the IT department, and then moved to the equity group as a quantitative analyst before assuming her current position. Before joining the firm, she worked as a professor of mathematics at Rowan University, and as a software developer for Bloomberg where she focused on fixed income applications. Dr. Hill holds a bachelor's degree, with honors, in mathematics from the City University of New York at Brooklyn College, as well as a master's degree and Ph.D. in mathematics from the University of Connecticut. Her academic publications include work on water waves, complex spring systems, and global investments. She is a member of the Society of Quantitative Analysts and a member of the program committee of the Journal of Investment Management.
|Ronald N. Kahn
Ronald N. Kahn
Ronald N. Kahn, PhD, Managing Director, is Global Head of Scientific Equity Research at BlackRock. He is responsible for upholding and enhancing BlackRock's scientific equity research standards and products.
Ron's service with the firm dates back to 1998, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. At BGI, his roles included Global Head of Equity Research, Global Head of Advanced Equity Strategies, and Head of Active Equities in the US. Prior to joining BGI, Ron worked as Director of Research at BARRA, where his research covered equity and fixed income markets.
With Richard Grinold, Ron authored Active Portfolio Management: Quantitative Theory and Applications. The two of them are the 2013 winners of James R. Vertin award, presented periodically by the CFA Institute to recognize individuals who have produced a body of research notable for its relevance and enduring value to investment professionals. He is a 2007 winner of the Bernstein Fabozzi/Jacobs Levy award for best article in the Journal of Portfolio Management. He serves on the editorial advisory boards of the Financial Analysts Journal, the Journal of Portfolio Management and the Journal of Investment Consulting. The 2007 book How I Became a Quant includes his essay describing his transition from physics to finance.
Ron teaches the equities half of the course, "International Equity and Currency Markets" in UC Berkeley's Master of Financial Engineering Program.
Ron earned an AB degree in physics, summa cum laude, from Princeton University, and a PhD in physics from Harvard University. He was a post-doctoral fellow in physics at University of California, Berkeley.
Alok Mahajan is a Principal with KPMG and serves as Silicon Valley Leader for Valuation Services practice. He has over 17 years of experience as a valuation professional and is considered one of the national leaders for valuations in the Technology and Venture Capital backed companies sectors. Currently he is also leading KPMG’s National Complex Security (Derivatives and Fin Instruments) Valuations Practice. His clients include some of the best known and most innovative technology companies and many VC backed private companies. He currently serves as observer (and is past Chair of) KPMG’s Valuation Services Technical Committee (VSTC). He served on the Appraisal Practices Board (APB) of The Appraisal Foundation (TAF) from 2010-2015. He is a frequent speaker on valuation topics.
Alok is a CFA charter holder, received his MBA from University of Michigan, Ann Arbor and a B. tech from Indian Institute of Technology, Roorkee, India.
|Yu (Ben) Meng
Yu (Ben) Meng
Dr. Yu(Ben) Meng serves as the deputy chief investment officer at the State Administration of Foreign Exchange (SAFE) in Beijing, China. Before joining SAFE, Dr. Meng was the Investment Director and head of Asset Allocation at CalPERS, the largest U.S. pension fund. He was responsible for developing and implementing both strategic asset allocation and tactical asset allocation frameworks while managing cash and liquidity for the total fund. In addition to serving on the Portfolio Allocation Committee, he was also a voting member on Private Equity Investment Committee and Real Assets Investment Committee. He was the only person to simultaneously serve on all three investment committees.
Prior to CalPERS, Dr. Meng was Senior Portfolio Manager at former Barclays Global Investors (BGI) in San Francisco where he was instrumental in the development of a number of successful scientifically-driven hedge fund strategies such as the 3D Capital credit long-short fund and the Capital Structure Investment Fund. He was also the head of European Credit Research and launched the Europe portfolio of 3D Capital Fund in London.
Before joining BGI, Dr. Meng worked as risk officer at Lehman Brothers in New York and bond trader at Morgan Stanley in New York.
In his spare time, he teaches at the Haas School of Business at UC Berkeley (2014 recipient of Cheit Award of Excellence in Teaching) and the Graduate School of Management at the UC Davis. He is on the editorial board of the Journal of Investment Management, the advisory board of the Financial Engineering program at UCLA, and the advisory board of Drexel University -Sacramento.
Dr. Meng holds a Master of Financial Engineering degree from Haas School of Business at UC Berkeley and a Ph.D. in Civil Engineering from UC Davis.
Jim Peterson is the portfolio manager for Schwab Managed Portfolios and Chief Investment Officer of Charles Schwab Investment Advisory. Prior to joining Schwab in 1998, Peterson was a member of the finance faculty at the University of Notre Dame. He has been published in several leading academic and professional journals, including The Journal of Portfolio Management, Journal of Financial Planning, Financial Analysts Journal, The Journal of Fixed Income, Financial Management, Journal of Financial and Quantitative Analysis, and Journal of Money, Credit and Banking. Peterson received his Ph.D. in finance from Louisiana State University.
Charles Schwab Investment Advisory
|Jesse L. Phillips
Jesse L. Phillips
In 2013, Jesse joined MSCI's Analytics Applied Research Department in Berkeley, CA. He is using his many years of experience with MSCI's analytics products in pension and endowment management to provide innovative and relevant products and services to asset owners and managers.
From 2002-2013, Jesse headed the risk management and asset allocation functions at the Office of the Treasurer of the University of California. He was responsible for integrating risk measurement, monitoring, and management into all aspects of the investment process.
Before joining U.C. in 2002, Jesse worked at Northrop Grumman for 11 years, first as corporate M&A analyst and then as Manager of Risk, Analysis and Research in the Treasury Department, where he created the first investment risk management function. He also worked as corporate planning analyst with Florida Power & Light Company and as senior financial analyst with Storer Communications, Inc., both in Miami Florida.
Jesse is a member of the Research Committee of the Q-Group (Institute for Quantitative Research in Finance) and was a founding member and past President of the Institutional Society of Risk Professionals (ISRP), an industry group of pension risk managers. He co-authored A Primer for Investment Trustees, a monograph commissioned by the Research Foundation of the CFA Institute.
He earned his BA degree in mathematics/economics and MA in applied mathematics from the University of California, Los Angeles, and his MBA in finance from the University of Miami. He holds the CFA designation and was licensed as a CPA.
|Roger M. Stein
Roger M. Stein
Roger M. Stein is a Senior Lecturer in Finance at MIT and holds the position of Research Affiliate at the Laboratory for Financial Engineering at MIT.
He has written two full-length textbooks on finance and analytics and his has written over fifty academic and industry research papers on a variety of areas relating to risk, statistical methods and decision theory. His current research interests are in the areas of systemic risk, model risk and validation, biomedical funding, and the interface between data mining and financial theory.
Dr. Stein serves on the editorial boards of several finance journals (including JOIM). He the founder and president of the Consortium for Systemic Risk Analytics; a member of the Advisory Council of the Museum of Mathematics; and on the board of PlaNet Finance USA.
In addition to his academic work, Dr. Stein has also held a number of senior positions in industry. He is the former Chief Analytics Officer at State Street Global Exchange. Prior to this, he was managing director of Research and Academic Relations globally for Moody's Corporation, president of Moody's Research Labs (MRL), co-head of research at Moody's KMV, and head of the managed funds group at MIS.
Massachusetts Institute of Technology
|Margaret S. Stumpp
Margaret S. Stumpp
Margaret Stumpp is Senior Advisor for Quantitative Management Associates (QMA) – a $100b AUM investment management affiliate of Prudential Financial. Prior to this role, she held the position of Chief Investment Officer for over 20 years. She has published numerous articles in publications including: The Journal of Investment Management, The Journal of Portfolio Management, and The Financial Analyst’s Journal, as well as numerous conference presentations. Margaret holds MA and PhD degrees in Economics from Brown University.
Quantitative Management Associates
Dr. Pu (Paul) Zhang is an Investment Manager at the California Public Employees’ Retirement System (CalPERS), the largest U.S. pension funds. At CalPERS, Paul is responsible for performing investment analysis and management and making total fund level asset allocation recommendations to the CalPERS Board. He is also a voting member of the Real Assets Investment Committee. Prior to CalPERS, he worked in the hedge fund industry and specialized in building high frequency trading strategies covering equities, fixed income, currencies and commodities. Paul holds a Ph.D. in Applied Mathematics from University of Exeter, UK, M.Sc. in Planetary Physics from Purple Mountain Observatory, China, and B.Sc. in Space Physics from University of Science and Technology of China. Paul is a CFA® charterholder.