Quant of the year - Marco Avellaneda

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Readers of Risk have voted Marco Avellaneda, professor of mathematics at New York University, quant of the year for 2010 for his groundbreaking work on the effect of short-selling restrictions on price dynamics. His paper, A dynamic model for hard to borrow stocks, co-authored with Mike Lipkin of Katama Trading, was published in Risk in June last year (pages 92–97), and has quickly become a classic of market microstructure literature. “Marco addresses complicated issues in his cha