JOIS 4.3

The Journal of Investment Strategies
Volume 4, Issue 3

Edwin O. Fischer

Professor Edwin Fischer is head of the Department of Finance at the Faculty of Business, Economics and Social Sciences, University of Graz. He has also held professorships of Business Economics at the University of Bielefeld, Germany and the University of Vienna, Austria. He received his Ph.D. degree in Business Economics from Karl-Franzens-University of Graz, Austria. He was visiting professor the University of British Columbia in Vancouver, at the University of Tuebingen and the Free University of Berlin in Germany. Edwin Fisher is author and co-author of several books in the fields of Business Economics and Finance. His research focus is on Corporate Finance, Capital Markets, Portfolio Management, Derivatives, Financial Engineering, Valuation of Investments and Personal Finance. His papers have appeared in the Journal of Finance, the Review of Economics and Statistics, the Journal of Financial and Quantitative Analysis and in Financial Markets and Portfolio Management.

Michael Murg

He graduated at the Faculty of Business and Economics at the Karl-Franzens University of Graz and the Josef Schumpeter Institute, Austria. He spent several years in the financial industry before returning to academia. Presently, he works for the Faculty of Business, Economics and Social Sciences, University of Graz as Assistant Professor (Research Assistant) at the Department of Finance. His research interest is in Forensic Finance, Portfolio management, Financial Markets, Derivatives, Risk Management, Credit Risk, and Investment strategies. His papers have been published in the Journal of Banking and Financial Research and the Central European Journal of Operations Research. He is also co-author of book about forensic finance.

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 and substantial shareholder at Revere Data, Adjunct Professor at UConn, and currently is the President and co-owner of Quantigic® Solutions and a Full Professor at Free University of Tbilisi. He has 100+ publications in physics and finance.

Guillaume Bernis

Guillaume Bernis began his career in 2000 as a quantitative analyst in Banque CPR. Then, he worked on interest rates and credit derivatives in Crédit Agricole Indosuez and Calyon. In 2006, he joined Ixis Asset Management as a structured credit and CDO analyst. He is currently head of the Pricing and Solutions Team in the Fixed Income Department of Natixis Asset Management. His research interests involve numerical methods for derivative pricing, structured credit and optimal portfolio allocation. Guillaume Bernis holds a PhD in mathematics from the University of Paris 1 and a master's degree in mathematics. He graduated from the ENSAE.

Aye M. Soe

Aye M. Soe is Senior Director, index research and design, at S&P Dow Jones Indices. Aye leads the North America Research team that is responsible for conceptualization, research and design of the S&P global strategy, factor based, alternative beta and thematic indices across different asset classes. Aye also regularly publishes on a number of headline S&P publications as well as research papers related to capital markets and investment concepts. Prior to joining S&P Dow Jones Indices in 2007, Aye was a research analyst within the Consulting Services Group at Morgan Stanley Private Wealth Management and an associate product manager at FactSet Research Systems. In addition, Aye is an adjunct professor in finance at the Frank G. Zarb School of Business at Hofstra University. Aye is a CFA Charter holder, a member of the New York Society of Security Analysts (NYSSA) and the CFA Institute. Aye has a bachelor's degree in economics from Tufts University and a master's degree in Economics from Fordham University.

Keith Loggie

Keith Loggie is global head of Research & Design ("R&D") at S&P DJI. R&D is responsible for conceptualizing, researching and designing all new indices across different asset classes, as well as writing research papers covering capital markets and investment concepts. Keith joined Standard & Poor's in 1999 as an index analyst. He has served as the head of the index development team and helped create the S&P custom index group. Keith holds a bachelor's degree in business administration from Fordham University and an MBA from the New York University Stern School of Business.