Finance

My involvement with finance began with several years as an investment banker in New York. I worked in Mergers and Acquisitions and Technology Investment Banking at Credit Suisse (then CSFB), completing over $45 billion in transactions for dozens of clients.

For five years, I managed the endowment of an educational nonprofit, including serving as the chair of the investment board. The focus there was on prudent, long-term investing to serve the institution's spending needs.

I also served as Director of Research at a small seed investor in hedge funds, where I provided a quantitative perspective on contracts, asset flows, and portfolios.

My current finance-related research interests include portfolio optimization, non-multivariate-Gaussian models of asset returns, and hedge fund replication. I am an affiliate of the CIFT group at Berkeley's Haas.

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