James A. Primbs
California State University
James Primbs is a Professor of Finance at the College of Business and Economics, California State University, Fullerton where he has been on the faculty since 2014. Prior to that he was an Associate Professor of Systems Engineering at the University of Texas at Dallas, and an Assistant Professor of Management Science and Engineering at Stanford University. He also served as a consultant to the Stanford endowment during 2011 and 2012. He holds a Ph.D. in Control and Dynamical System from Caltech, an M.S. in Electrical Engineering from Stanford University, and undergraduate degrees in Electrical Engineering and Mathematics from UC Davis. In 2015, he won the 17th Annual Berstein Fabozzi/Jacobs Levy Award for Outstanding Article in The Journal of Portfolio Management for his paper “A Penalty Cost Approach to Strategic Asset Allocation with Illiquid Asset Classes.” Additionally, he has won teaching awards at both the undergraduate and graduate levels, and his research involves the application of quantitative methods, especially control theory, to problems in finance.
Follow James A.
Articles by James A. Primbs
On profitability and maximum tolerable latency in the high-frequency trading of a microtrend anomaly
The authors characterize the potential profitability and speed required for the exploitability of a stock trend-length anomaly via a high-frequency trading, microtrend-following strategy.