JOIS 5 1 Authors

The Journal of Investment Strategies

Volume 5, Issue 1


K. Smimou

Dr. K. Smimou's consulting and research interests primarily focus on the application of theoretical models and empirical studies in portfolio theory and asset pricing, commodity markets, international finance and market microstructure; and some of his work is also framed within the cross-disciplinary of finance & ethics. He is an Associate Professor of Finance in the Faculty of Business at University of Ontario Institute of Technology (Canada). He has contributed articles to high-quality theoretical and practitioner-oriented journals as Emerging Markets Review, Journal of Alternative Investments, Managerial Finance, International Review of Financial Analysis, European Journal of Operational Research, Omega, and Applied Financial Economics etc.. Additionally, he has been a regular ad-hoc reviewer of many well-respected finance/economics and international business journals. He teaches Portfolio and Investment Strategies, International Finance, Derivatives Securities, Financial Management, and Personal Finance in undergraduate and graduate programs.





Jonathan Feeney

Jonathan Feeney joined Investcorp in 2003. He is the Senior Strategy analyst responsible for Macro and Relative Value investments, as well as being responsible for investment oversight of our Single Manager platform. Prior to joining Investcorp, Jonathan worked for Cazenove Capital Management in London where he was a member of the Investment Strategy and Investment Process teams. Jonathan has also held positions in management consulting, risk and quantitative analysis and has more than eighteen years' investment experience. Jonathan holds a MSc. in Economics and Finance from the University of Bristol and the IIMR (UK equivalent of the CFA) as well as being an Associate of the UK Society of Investment Professionals (ASIP).




Elena Ranguelova

Elena Ranguelova is the Co-Head of Fundamental Strategies at Investcorp, an $11bn alternative investments asset manager. She is responsible for investments in equities, event and credit hedge funds, special opportunities investments as well as seeding new hedge fund managers. She is a member of the Investment Committee and Strategic Outlook Committee. Before joining Investcorp, Dr. Ranguelova served as Global Head of Credit and Event Driven Strategy Research at Pioneer Investments, where she also served as a Member of the Board of Directors for Pioneer Alternative Investments New York. Earlier, she ran Goldman Sachs' Fundamental Strategies team in New York. In this role, Dr. Ranguelova facilitated investment ideas for institutional clients across credit and equities, as well as advised the firm's proprietary traders on hedging and portfolio solutions. She began her career as a structured credit strategist with Lehman Brothers. Elena holds a Ph. D. in Economics from Harvard University and graduated Summa Cum Laude with a BA in Mathematics from Wellesley College, Massachusetts. Her research in investments, individual risk-taking behavior and public economics has been published in multiple academic and professional journals, including the American Economic Review.






Yi Lu

Yi Lu joined Investcorp in 2014 from Columbia Management Investment Advisors, where he spent three years as a Senior Quantitative Analyst in the Alternative and Absolute Return Strategy Team. Prior to that, he worked at Quantitative Investment Strategy team in Goldman Sachs Asset Management as a Portfolio Manager and Senior Researcher in alpha and alternative beta strategies. Before GSAM, Yi worked at Campbell & Company, a CTA hedge fund as a researcher. Yi holds a Ph.D. in Statistics from New York University, a Master of Science in Applied Mathematics from Carnegie Mellon University, and a Bachelor of Science in Mathematics from Beijing University. Yi is also a holder of the Chartered Financial Analyst designation since 2008.




You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here