List of Contributors xiii
Research in Finance and The Investment Fund for Foundations. Mr. Kritzman
has written numerous articles and is the author of six books, including Puzzles
of Finance and The Portable Financial Analyst. He has an MBA with distinc-
tion from New York University and a CFA designation.
Richard Louth is a PhD student at the University of Cambridge, a Teaching
Fellow at the Faculty of Economics, and a Preceptor Corpus Christi College.
He holds a first-class honors degree and an MPhil with distinction from said
university. His research interests include portfolio optimization, dependence
modeling, and forecasting methods.
Sergio Ortobelli Lozza is Associate Professor at “ Lorenzo Mascheroni ”
Department of University of Bergamo (Italy), Laurea in Mathematics at University
of Milan, Italy (1994), PhD in mathematical finance, University of Bergamo, Italy
(1999), and Researcher (1999 – 2002) at the University of Calabria, Italy. His
research activity is primarily focused on the application of different distributional
approaches to portfolio theory, risk management, and option theory.
Francois Margot is an Associate Professor at the Tepper School of Business of
Carnegie Mellon University and Senior Associate Researcher at Axioma. He
has written numerous papers on mixed-integer linear and nonlinear optimi-
zation. He has a Mathematical Engineer Diploma and a PhD from the Ecole
Polytechnique Federale of Lausanne (Switzerland), and prior to joining Axioma
on leave from Carnegie Mellon University, he has held academic positions at
the University of British Columbia, Michigan Technological University, and
University of Kentucky, and was an Academic Visitor at the IBM T.J. Watson
Research Center. He lives in Pittsburgh and Atlanta.
Tim Matthews has almost 20 years, experience working in the risk, perform-
ance, and quantitative analytics arenas, primarily within the European invest-
ment management community. His roles have included senior positions in
business development, client service, and research and product development at
firms including QUANTEC, Thomson Financial, and most recently BITA Risk
Solutions. Recent roles include Director of Business Development at Thomson
Financial responsible for the distribution and service of their Quantitative
Analytics (TQA) platforms successfully establishing a significant footprint in
the EMEA region. Tim holds masters degrees in applied statistics and stochastic
modeling from Birkbeck, University of London, and in Electronic Engineering
from Southampton University. He is an Associate (ASIP) of the CFA Society of
the UK.
Svetlozar Rachev was a co-founder and President of BRAVO Risk Management
Group, originator of the Cognity methodology, which was acquired by Fin-
Analytica, where he serves as Chief Scientist. Rachev holds Chair-Professorship
in Statistics, Econometrics, and Mathematical Finance at University of Karlsruhe,