JOIS 4 1 authors
The Journal of Investment Strategies
Volume 4, Issue 1
Vitali Alexeev
Dr Vitali Alexeev holds a PhD in Economics, University of Guelph, Canada; an MA in Economics, York University, Toronto, Canada; and a Graduate Diploma in Financial Engineering, Schulich School of Business, Toronto. Vitali Alexeev is Lecturer in Economics and Finance at the University of Tasmania (Australia). His research focuses on time series econometrics, unit root testing, market efficiency and robust portfolio optimization. Vitali was captivated by portfolio optimization methods during his postgraduate studies and came to money management to apply his skills. He is a co-founder of INPODE Ltd. |
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Francis Tapon
Professor Francis Tapon started his investment career at Charterhouse, Japhet and Thomasson Ltd, a merchant bank in London England. He left Charterhouse to go back to the United States and study for a PhD in economics and finance. Since then Francis has taught investment finance at universities in Canada, the US, Australia and France. Francis holds a PhD and an MA in finance and economics from Duke University; an MBA from Columbia Business School; and a Diploma from the Ecole Superieure de Commerce de Paris (France). Francis Tapon is Professor of Economics and Finance at the University of Guelph (Canada). He is a co-founder of INPODE Ltd |
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Romain Perchet
Romain Perchet is quantitative Analyst at Financial Engineering team at BNP Paribas Investment Partners since 2008. He works for carrying out innovative quantitative research applicable in the development of quantitative strategies for asset allocation and also for the use of advanced quantitative approaches in the design of investment clients' solutions. From 2009 to 2011, he was located in Hong-Kong for the Financial Engineering team of BNPP IP and has contributed to design advanced quantitative solutions for investment process of clients. Since 2011, he is doctoral student at Ecole des Hautes Etudes en Sciences Sociales (EHESS-CAMS) in Paris (France). He obtained Master's degree in Mathematics and Financial Engineering at Ecole Superieure d'Ingenieur Leonard de Vinci in Paris in 2008.
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Raul Leote de Carvalho
Raul Leote de Carvalho is co-head of financial engineering at BNP Paribas Investment Partners since 2014, a team responsible for the development of quantitative strategies for equity, fixed income and asset allocation investment teams and also for the use of quantitative approaches in the design of client investment solutions. He joined this team in 2007 as head of quantitative strategies and research. Between 2003 and 2007 he was a senior quantitative strategist for asset allocation at BNP Paribas Investment Partners in Paris and a member of asset allocation investment committees. He joined Paribas Asset Management in 1999 in London as a quantitative analyst, a position he held until 2002 working on robust portfolio optimisation, FX and fixed income strategies and also as fund manager of asset allocation portfolios. Between 1996 and 1999 he was Research Associate in Computational and Theroretical Physics first at the University of Wuppertal, then at the Ecole Normale Superieure de Lyon and finally at the University College of London. He obtained a PhD in Theroretical Physics from the University of Bristol in 1996, an MSc in Condensed Matter Physics in 1992 and a BSc in Chemistry in 1990 both from the University of Lisbon.
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Pierre Moulin
Pierre Moulin is the Head of Marketing Innovation & Research since October, 2013. His mission is to drive the promotion of the Distribution Business Lines investment capabilities customizes to each client segments' needs. He drives the product development, solution design and range management within Busines Lines with a focus on innovation. He is member of the Distribution Business Lines EXCO. In 2006, he became the Head of Financial Engineering at BNP Paribas Investment Partners. In this role, he oversaw the design of investment solutions across client segments, and the development of quantitative models. His team, with members in Paris, London, Amsterdam and Hong Kong, was also responsible for bringing enhancements to the various investment processes and with conducting academic research. Pierre has been instrumental in bringing an element of innovation to the team and in advocating thought leadership within BNPP IP. |
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Zura Kakushadze
Zura Kakushadze received his Ph.D. in Theoretical Physics from Cornell University, was a Postdoctoral Fellow at Harvard University, and an Assistant Professor at the C.N. Yang Institute for Theoretical Physics at Stony Brook. Dr. Kakushadze received the Alfred P. Sloan Fellowship in 2001. After expanding into quantitative finance, he was a Director at RBC Capital Markets, Managing Director at WorldQuant, Executive Vice President at Revere Data, and currently is the President and co-owner of Quantigic® Solutions, an Adjunct Professor at UConn, and a Full Professor at Free University of Tbilisi. He has 95 publications in Theoretical Physics and Quantitative Finance. |
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