JOIS 3 3 authors

The Journal of Investment Strategies

Volume 3, Issue 3


Guido Giese

In his function as Head of Indices of RobecoSAM, Guido Giese is responsible for the maintenance and the further development of the indices of RobecoSAM in cooperation with S&P DowJones Indices. Additionally, he oversees global sales, licensing,  partnerships and client services for the index business. Prior to joining RobecoSAM, Guido Giese was Head of Research and Development at STOXX  where he was responsible for developing new index solutions. He has more than 15 years of experience in risk management and asset management at large  international banks as well as at KPMG. Guido Giese holds a PhD in Applied Mathematics from the Swiss Federal Institute of Technology Zurich.




Hakan Kaya

PhD, Senior Vice President, joined the firm in 2008. Hakan is a member of the Quantitative Investment Group and is the Portfolio Manager for the global risk balanced portfolios including the Dynamic Beta Navigator strategy as well as the long/short and long-only commodity strategies. His research interests include quantitative asset allocation with a focus on robust portfolio optimization, tail-risk management and nonparametric statistics. Prior to joining Neuberger Berman (formerly known as a Lehman Brothers Asset Management company), he was a consultant with Mount Lucas Management Corporation where he developed weather related risk models in addition to statistical arbitrage strategies for commodities investment. Hakan received BS degrees summa cum laude in Mathematics and in Industrial Engineering from Koç University in Istanbul, Turkey and holds a PhD in Operations Research & Financial Engineering from Princeton University.




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