Autor: Dessislava A. Pachamanova

Frank J. Fabozzi, Ph D, CFA, is Professor in the Practice of Finance at Yale University”s School of Management and the Editor of the Journal of Portfolio Management. Petter N. Kolm, Ph D, is a graduate student in finance at the Yale School of Management and a financial consultant in New York City. He previously worked at Goldman Sachs asset management where he developed quantitative investment models and strategies. Dessislava A. Pachamanova, Ph D, is an Assistant Professor of Operations Research at?Babson College. Her experience also includes work for Goldman Sachs and West LB, and teaching management science, probability, statistics, and financial mathematics at MIT and Princeton University. Sergio M. Focardi is a founding partner of the Paris-based consulting firm, The Intertek Group.