jois 3 2 authors

The Journal of Investment Strategies

Volume 3, Issue 2


Laura Spierdijk

Laura Spierdijk studied econometrics and mathematics at the Free University in Amsterdam and holds a PhD degree from Tilburg University. After completing her PhD she worked at the Dutch Pension Authority for a year (now part of the Dutch Central Bank). She is currently a professor of econometrics at the University of Groningen, the Netherlands. Her research interests include institutional investments, banking, and risk insurance. The continuous thread (not threat!) in her work is the use of quantitative methods from econometrics and statistics, such as the bootstrap, simulation, and nonparametric estimation.




Robert McMillan

Robert McMillan is Head of Portfolio Management and Founding Partner of HNC Advisors AG, a Swiss asset management company. Prior to joining HNC in 2010, he managed fund of hedge fund portfolios for Auda Alternative Investments. He holds an M.A. and a Ph.D., in Economics from Stanford University, and a B.A. from the University of Chicago, where he majored in Economics, Mathematics, and Statistics.




Karl Neumar

Karl Neumar is CIO, Co-CEO, and Founding Partner of HNC Advisors AG, a Swiss asset management company. Prior to founding HNC in 2010, he led the Fund of Hedge Funds group at Auda Alternative Investments, which in early 2008 acquired Kite Partners, a fund of hedge funds he had founded. He holds an M.P.A. and a Ph.D. in Public Policy from Harvard University, and a Diplom-Kaufmann (MSc) from WHU in Koblenz, Germany.




George Chacko

Professor George Chacko is an Associate Professor at Santa Clara University as well as Chief Science Officer and Founding Partner of HNC Advisors AG. He has always shared his time between the academic and commercial worlds during his career. On the academic side, prior to joining Santa Clara University he was an Assistant Professor and Associate Professor at Harvard Business School for ten years. On the commercial side, prior to founding HNC Advisors, he was a CIO at Auda Alternative Investments, a Managing Director in pension asset management at IFL, and a Managing Director in Fixed Income at State Street Bank. He has a B.S. from MIT in Electrical Engineering, an M.B.A. from the University of Chicago, and and M.A. and Ph.D. from Harvard University in Business Economics.



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