Portfolio Theory and Management
Edited by H. Kent Baker and Greg Filbeck
Author Information
H. Kent Baker is Professor of Finance and Kogod Research Professor, American University
Greg Filbeck is Samuel P. Black III Professor of Insurance and Risk Management, Pennsylvania State University
Contributors:
H. KENT BAKER University Professor of Finance and Kogod Research Professor, Kogod School of Business, American University
NANNE BRUNIA Lecturer in Finance, University of Groningen
AXEL BUCHNER Assistant Professor of Finance, DekaBank Chair in Finance and Financial Control, Passau University
ARNAUD CAVÉ HEC Management School, University of Liège
RICCARDO CESARI Professor of Mathematical Finance, University of Bologna
RICCARDO CESARI Professor, University of Bologna
SARAH MÜLLER, CFA Doctoral candidate, EBS Business School
JOSHUA M. DAVIS Senior Vice President, Portfolio Manager, Quantitative Strategies, PIMCO
JAMES L. FARRELL, JR. Chairman, Institute of Quantitative Research in Finance (the Q-Group)
GREG FILBECK Samuel P. Black III Professor of Insurance and Risk Management, The Behrend College, Penn State Erie
MICHAEL S. FINKE Associate Professor, Division of Personal Financial Planning, Texas Tech University
RETO FORRER Research Associate, Department of Financial Management, University of Basel, Switzerland.
ROLAND FÜSS Professor of Finance, Union Investment Chair of Asset Management, EBS Business School
PASCAL GANTENBEIN Henri B. Meier Professor of Financial Management, Head of Department of Financial Management, University of Basel, Switzerland.
NIKOLAY GOSPODINOV Associate Professor, Concordia University and CIREQ
MASSIMO GUIDOLIN Professor of Finance, IGIER, Bocconi University and CAIR, Manchester Business School
MICHAEL A. GUILLEMETTE Doctoral Candidate, Division of Personal Financial Planning, Texas Tech University
SHERMAN D. HANNA Professor, Consumer Sciences Department, The Ohio State University
LARS HELGE HASS Chair of Empirical Capital Market Research, WHU - Otto Beisheim School of Management
NILS HEROLD Research Associate, Department of Financial Management, University of Basel, Switzerland.
HUNTER M. HOLZHAUER Assistant Professor of Finance, Penn State Erie, The Behrend College
GEORGES HÜBNER The Deloitte Chair of Portfolio Management and Performance, HEC Management School, University of Liège; Associate Professor of Finance, School of Economics and Business, Maastricht University; Chief Scientific Officer, Gambit Financial Solutions Ltd.
ERIC JACQUIER Associate Professor, HEC Montreal, Visiting Associate Professor, MIT Sloan
CHRISTOPH KASERER Professor of Finance, Head of the Department of Financial Management and Capital Markets, TUM School of Management, Technische Universität München
MATTHIEU LEBLANC Head of the Financial Research Department, Edmond de Rothschild Asset Management.
THOMAS LEJEUNE F.R.S.-FNRS Research Fellow, HEC Management School, University of Liège
ABRAHAM LIOUI Professor, EDHEC Business School
HARALD LOHRE Portfolio Manager, Deka Investment GmbH
MASSIMILIANO MARZO Professor of Economics, University of Bologna
ANDREW MASON Lecturer in Finance, University of Surrey
THORSTEN NEUMANN Head of Quantitative Strategies, Union Investment Institutional GmbH
SEBASTIEN PAGE Executive Vice President, Head of Client Analytics, PIMCO
AUKE PLANTINGA Associate Professor in Finance, University of Groningen
PATRICE PONCET Distinguished Professor, ESSEC Business School
DIANNA PREECE Professor of Finance, University of Louisville
JULIANE PROELSS Research Fellow, Center of Alternative Investments, WHU - Otto Beisheim School of Management
ERIC J. ROBBINS, CFA Portfolio Manager, Robbins Wealth Management and Lecturer in Finance, Penn State Erie
CESARE ROBOTTI "Financial Economist and Associate Policy Adviser, Federal Reserve Bank of Atlanta, Affiliate Professor, EDHEC Risk Institute
GERASIMOS G. ROMPOTIS Senior Auditor, KPMG Greece, Researcher National and Kapodistrian University of Athens, Greece
TIMOTHY P. RYAN, CIPM Vice President, Hartford Investment Management Company
GABRIELE SABATO Senior Manager, Royal Bank of Scotland, Group Risk Management
PANAGIOTIS SCHIZAS Lecturer of Finance, University of Peloponnese
DENIS SCHWEIZER Assistant Professor of Alternative Investments, WHU - Otto Beisheim School of Management
HERSH SHEFRIN Mario L. Belotti Professor of Finance, Santa Clara University
J. CLAY SINGLETON George D. and Harriet W. Cornell Professor of Finance, Crummer Graduate School, Rollins College
REMUS D. VALSAN Lecturer in Corporate Law, University of Edinburgh
NIKLAS WAGNER Professor of Finance, DekaBank Chair in Finance and Financial Control, Passau University
THOMAS WINTERFELDT Risk Controller, DG HYP Deutsche Genossenschafts-Hypothekenbank
MOIN A. YAHYA Associate Professor of Law, University of Alberta
PAOLO ZAGAGLIA Researcher, University of Bologna
