Notes on the
Contributors
The Editor
Greg N. Gregoriouis Associate Professor of Finance and coordinator of
faculty research in the School of Business and Economics at the State Uni-
versity of New York (Plattsburgh). He obtained his PhD (Finance) from
the University of Quebec at Montreal and is the hedge fund editor for the
peer-reviewed journalDerivatives Use, Trading and Regulation, published by
Palgrave Macmillan, based in the UK. He has authored over 50 articles on
hedge funds, and managed futures in various US and UK peer-reviewed
publications, including theJournal of Portfolio Management, the Journal of
Futures Markets, the European Journal of Finance, the Journal of Asset
Management, the European Journal of Operational Research, and Annals
of Operations Research. He has published four books with John Wiley and
Sons Inc. and four with Elsevier.
The Contributors
Taras Beletskiis a PhD student in financial mathematics and a member
of the Graduate Research Training Programme, Mathematics and Practice,
at the University of Kaiserslautern (Germany). After having worked for
the financial mathematics group of the research centre CAESAR in Bonn
(Germany), he joined the financial mathematics group of Prof. Dr Ralf Korn
in Kaiserslautern. His main research areas and interests are continuous-time
portfolio optimization, modeling of inflation and statistical methods related
to the Kalman filter.
xii