Frank J. Fabozzi, CFA
Yale University and Journal of Portfolio Management
Sergio M. Focardi The Intertek Group Petter N. Kolm Yale University
Trends in Quantitative Finance
Statement of Purpose
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Frank J. Fabozzi, CFA, CPA, is adjunct professor of finance and Becton Fellow in the School of Management at Yale University and editor of the Journal of Portfolio Management. Prior to joining the Yale faculty, he was a visiting professor of finance in the Sloan School at the Massachusetts Institute of Technology. Professor Fabozzi is on the advisory council for the Department of Operations Research and Financial Engineering at Princeton University and has authored and edited numerous books in finance. In 2002, he was inducted into the Fixed Income Analysts Society’s Hall of Fame. Professor Fabozzi holds a doctorate in economics from the City University of New York. Sergio M. Focardi is a founding partner of the Paris-based consulting firm The Intertek Group. Mr. Focardi lectures at the Center for Interdisciplinary Research in Economics and Finance at the University of Genoa (Italy) and is a member of the editorial board of the Journal of Portfolio Management. He has written numerous articles on econophysics and is the coauthor of Modeling the Markets: New Theories and Techniques; Risk Management: Framework, Methods and Practice; The Mathematics of Financial Modeling and Investment Management; and Financial Modeling of the Equity Markets: From CAPM to Cointegration. Mr. Focardi holds a degree in electronic engineering from the University of Genoa and a postgraduate degree in communications from the Galileo Ferraris Electrotechnical Institute, Turin, Italy. Petter N. Kolm is a doctoral student in finance at the School of Management, Yale University, and a financial consultant in New York City. Previously, he worked in the Quantitative Strategies group at Goldman Sachs Asset Management, where his responsibilities included research and development of new quantitative investment strategies for the group’s hedge fund. Dr. Kolm is a member of the editorial board of the Journal of Portfolio Management and is a coauthor of Financial Modeling of the Equity Markets: From CAPM to Cointegration. He holds a doctorate in mathematics from Yale University, an MPhil in applied mathematics from the Royal Institute of Technology in Stockholm, and an MS in mathematics from ETH Zurich.
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