Autor: Vassilios Karavas

GREG N. GREGORIOU is Assistant Professor of Finance and Faculty Research Coordinator in the School of Business and Economics at the State University of New York (Plattsburgh). He is the hedge fundeditor for Derivatives Use, Trading & Regulation, apeer-reviewed publication based in London, and was awarded theprestigious scholarship from the Institut de Finance Mathématique de Montréal for three years. He has authoredover twenty professional articles in brokerage and pension fundmagazines in Québec and Canada. He currently provides hedgefund and CTA quantitative and qualitative research for a large Canadian firm and specializes in the construction and monitoring offunds of hedge funds using advanced statistical techniques. VASSILIOS N. KARAVAS is currently Director of Research at Schneeweis Partners in Amherst, Massachusetts. His research focusis on alternative optimization techniques, ranging fromdisequilibrium market models to hedge fund portfolio selection.Vassilios holds a Ph D in Operations Research from the University of Massachusetts at Amherst, an MS, and a Diploma in Industrial Engineering from the Technical University of Crete-Chania, Greece.He is also a research associate of the Center for International Securities and Derivatives Markets (CISDM). FRANÇOIS-SERGE LHABITANT is a Member of Senior Managementat Union Bancaire Privée in Geneva, where he heads thequantitative research and risk analysis of the Alternative Asset Management Group. He was previously a director at UBS Global Asset Management in charge of quantitative modeling. He is a FAMEResearch Fellow, a Research Associate at EDHEC (France), and Professor of Finance at HEC University of Lausanne (Switzerland).He is author of two books on hedge fund investing and emergingmarkets. FABRICE ROUAH is an Institut de Finance Mathématique de Montréal (IFM2) Scholar, and a Ph D candidate in finance at Mc Gill University in Montreal. He is a former faculty lecturer andconsulting statistician in the Department of Mathematics and Statistics at Mc Gill University. He specializes in the statisticaland stochastic modeling of hedge funds, managed futures, and CTAs, and is a regular contributor in peer-reviewed academic publicationson alternative investments.