xiv List of Contributors
and is the author of 12 books and over 300 published articles on finance, econo-
metrics, statistics, and actuarial science. At University of California at Santa
Barbara, he founded the PhD program in mathematical and empirical finance.
Rachev holds PhD (1979) and Doctor of Science (1986) degrees from Moscow
University and Russian Academy of Sciences. Rachev’s scientific work lies at the
core of Cognity’s newer and more accurate methodologies in risk management
and portfolio analysis.
Anthony Renshaw is Axioma Director of Applied Research. He has written
numerous articles and white papers detailing real-world results of vari-
ous portfolio construction strategies. He has an AB in applied mathemat-
ics from Harvard and a PhD in mechanical engineering from U.C. Berkeley.
Prior to joining Axioma, he worked on Space Station Freedom, designed
washing machines and X-ray tubes at General Electric’s Corporate Research
and Development Center, and taught mechanical engineering as an Associate
Professor at Columbia University. He holds seven US patents and has over 30
refereed publications. He lives in New York City and Hawaii.
Daryl Roxburgh is Head of BITA Risk Solutions, the London- and New York-
based portfolio construction and risk solutions provider. He specializes in
portfolio construction and risk analysis solutions for the quantitative, institu-
tional, and private banking markets. He is an avid antique car collector and
has advised on this topic.
Stephen Satchell is a Fellow of Trinity College, Cambridge and Visiting
Professor at Birkbeck College, City University Business School and University
of Technology, Sydney. He provides consulting for a range of financial insti-
tutions in the broad area of quantitative finance. He has edited or authored
over 20 books in finance. Dr. Satchell is the Editor of three journals: Journal
of Asset Management, Journal of Derivatives and Hedge Funds and Journal of
Risk Model Validation.
Anureet Saxena is an Associate Researcher at Axioma Inc. His research con-
cerns mixed-integer linear and nonlinear programming. He holds a PhD
and masters in industrial administration from Tepper School of Business,
Carnegie Mellon University, and BTech in computer science and engineer-
ing from Indian Institute of Technology, Bombay. He was awarded the 2008
Gerald L. Thompson award for best dissertation in management science. He
is the numero uno winner of the Egon Balas award for best student paper,
gold medalist at a national level physics competition, and a national talent
scholar. He has authored papers in leading mathematical programming jour-
nals and has delivered more than a dozen invited talks at various international
conferences.