Sanjiv Das, Santa Clara University’s Leavey School of Business
Sanjiv Das is the William and Janice Terry Professor of Finance at Santa Clara University’s Leavey School of Business.
He previously held faculty appointments as Associate Professor at Harvard Business School and UC Berkeley. He holds post-graduate degrees in Finance (M.Phil and Ph.D. from New York University), Computer Science (M.S. from UC Berkeley), an MBA from the Indian Institute of Management, Ahmedabad, B.Com in Accounting and Economics (University of Bombay, Sydenham College), and is also a qualified Cost and Works Accountant. He is a senior editor of The Journal of Investment Management, co-editor of The Journal of Derivatives, and Associate Editor of other academic journals.
Prior to being an academic, he worked in the derivatives business in the Asia-Pacific region as a Vice-President at Citibank. His current research interests include: the modeling of default risk, machine learning, social networks, derivatives pricing models, portfolio theory, and venture capital. He has published over eighty articles in academic journals, and has won numerous awards for research and teaching. His recent book “Derivatives: Principles and Practice” was published in May 2010. He currently also serves as a Senior Fellow at the FDIC Center for Financial Research. Read Professor Das’ expanded bio here »
Alessio de Longis, Invesco
Alessio de Longis is a Senior Portfolio Manager and Head of Global Tactical Asset Allocation for the Invesco Investment Solutions team. In this role, he heads the group’s global tactical asset
allocation and multi-asset factor rotation efforts, focusing on the development, implementation, and management of macro regime-based investment strategies across asset classes, risk premia, and factors. Additionally, he develops and manages active currency overlay strategies and solutions for multi-asset portfolios. Mr. de Longis joined Invesco in 2019 when the firm combined with OppenheimerFunds, where he was team leader and senior portfolio manager of the Global Multi-Asset team. Between 2004 and 2013, he was a member of the OppenheimerFunds Global Debt team, where he served as currency portfolio manager and global macro strategist. He is a published author in the field of macro-based systematic factor investing and currency overlay strategies, and he is regularly featured across financial media outlets.
Mr. de Longis earned an MSc in financial economics and econometrics from the University of Essex, as well as an MA and a BA degree in economics from the University of Rome Tor
Vergata. He is a Chartered Financial Analyst® (CFA) charterholder.
Will Kinlaw, Street’s Global Exchange
Will is senior managing director and head of State Street’s academic affiliate, State Street Associates, a unique partnership that bridges the worlds of financial theory and practice. Part of State Street’s Global Exchange division, State Street Associates develops risk, investor behavior, and economic indicators as well as investable indices for investment managers and institutional investors around the world. Its products leverage State Street’s proprietary information assets as well as data sourced through strategic partnerships with “big data” start-up companies in the Boston area. Will and his co-authors were awarded the 2013 Peter L. Bernstein Award as well as the 2013, 2014, and 2015 Bernstein Fabozzi/Jacobs Levy “Outstanding Article” Awards for their articles on liquidity, risk management, and performance measurement. His article on the role of sector exposures in describing the private equity premium won “Honorable Mention” for the 2016 Peter L. Bernstein Award. His book, “A Practitioner’s Guide to Asset Allocation,” co-authored with Mark Kritzman and David Turkington, was published in May 2017.
Will serves on the Editorial Advisory Board of the Journal of Portfolio Management and the Advisory Board for the Journal of Investment Management conference series. He holds an M.S. in finance from the Carroll School of Management at Boston College and a B.A. in Economics from Tufts University, as well as a CFA designation. He joined State Street in 2002.
Ananth Madhavan,, BlackRock
Ananth Madhavan, PhD, Managing Director is Head of Academic Engagement for BlackRock’s External Affairs division. He is the author of an Oxford University Press book on ETFs and Index Investing and has published over 60 articles in academic and practitioner journals. Previously, he was Global Head of Research for BlackRock’s ETF and Index division. Dr. Madhavan’s service with the firm dates to 2003, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. At BGI, he was the Global Head of Trading Research and Transitions and CEO of BGI’s affiliate broker. Prior to joining BGI, Dr. Madhavan was a Managing Director of Research at ITG and a member of the firm’s management and executive committees. Previously, he was the Charles B. Thorton Professor of Finance at the Marshall School of Business at the University of Southern California and an Assistant Professor of Finance at the Wharton School of the University of Pennsylvania.
Dr. Madhavan earned a BA degree from the University of Delhi, MA degree from Boston University, and a PhD in economics from Cornell University.
Michael Melvin, UCSD Rady School of Management
Michael Melvin is Executive Director of the Master of Finance program and also serves as Executive Director of the Pacific Center for Asset Management. His research in investments and international finance focuses on issues facing global investors. He has published research on topics including exchange rates, currency investing, and international equity markets. His current research is focused on the microstructure of the foreign exchange market and exchange rate models.
Melvin’s most recent teaching position was at the UC Berkeley Haas School of Business. He has had past teaching positions at UCLA, Arizona State University and Northwestern University. He has been a visiting scholar at the Federal Reserve Board, the International Monetary Fund, the Bank for International Settlements, and the Universities of Munich, Frankfurt, and Osnabrueck. In addition to his academic research, Melvin is an accomplished industry researcher. Before joining the Rady School, he was Managing Director and Senior Research Advisor in Multi-Asset Strategies at BlackRock. Prior to that he was head of Currency and Fixed Income Research in the Global Market Strategies Group at BlackRock and Barclays Global Investors.
Melvin was a Fulbright Scholar in Germany and received the Outstanding Teacher award at the UC Berkeley Haas School. He earned a Ph.D. in Economics from UCLA.
Allan Timmermann, UCSD Rady School of Management
Allan Timmermann is a Distinguished Professor at UCSD and holds the Dr. Harry M. Markowitz Endowed Chair in Finance and Investing. His research uses a mix of economic theory, data analytics, and econometric techniques to understand and predict the behavior of investors and prices in financial markets. His publications address topics such as whether financial returns are predictable and its implications for investors’ portfolio strategies, whether risk premia have vanished, whether mutual funds and pension funds add value through their investment decisions, and whether “star” fund managers exist.
Timmermann has developed new statistical methods in areas such as forecasting under structural breaks, forecast combinations, Bayesian forecasting methods, and identification of luck versus skill in economic forecasting.
He serves as the managing Co-editor of Journal of Financial Econometrics and as an Associate Editor of leading journals in finance and econometrics. Timmermann earned his Ph.D. from the University of Cambridge, a masters degree from London School of Economics and a Cand. Polit degree from University of Copenhagen.
Vineer Bhansali, LongTail Alpha
Vineer Bhansali is the Founder and Chief Investment Officer of LongTail Alpha. His 30-year investment career started at Citibank, where he founded and managed the Exotic and Hybrid Options Trading Desk. He later joined Salomon Brothers in its Fixed Income Arbitrage Group, followed by the CSFB Proprietary Trading Group. Dr. Bhansali was at PIMCO for 16 years, serving the last eight years as MD and Head of the Quantitative Portfolios Team, which he founded in 2008. Dr. Bhansali also managed all of PIMCO’s analytics from 2000 to 2010. Among other responsibilities, he was the lead PM for the PIMCO TRENDS Managed Futures Strategy Fund, the PIMCO Tail Risk Hedging Funds, PIMCO RealRetirement and RealPath Funds, and PIMCO’s indexed ETFS. He was also co-PM of the PIMCO Global Multi-Asset Fund, PIMCO Global Relative Value Fund and PIMCO Distressed Senior Credit Opportunities Fund. He has written five books on finance: “Pricing and Managing Exotic and Hybrid Options”; “Fixed Income Finance: A Quantitative Approach”; “Bond Portfolio Investing and Risk Management”, “Tail Risk Hedging”, and his most recent: “The Incredible Upside-Down Fixed-Income Market: Negative Interest Rates and Their Implications” and authored over 30 refereed papers on topics as varied as option pricing, fixed income, tail hedging, asset allocation and economics in leading Journals that include the Journal of Finance, Financial Analysts’ Journal, Journal of Portfolio Management, and Journal of Risk. He has received numerous awards, including the Graham and Dodd Scroll Award and TIME magazine’s college achievement award. Under Bhansali’s leadership, PIMCO received the Risk Manager of the Year Award in the asset-management category in 2002 from Risk Magazine. In its announcement of the award, PIMCO cited “a proprietary system developed in-house by PIMCO’s Vineer Bhansali, Ph.D. and his team.” Dr. Bhansali received his Ph.D. in Theoretical Physics from Harvard University in 1992 and M.S. and B.S. degrees in Physics from Caltech in 1987. Vineer is an ultra-marathon runner and has finished the Western States Endurance Run numerous times, including earning the silver buckle in 2014, and also the Ultra Trail du Mont Blanc, Angeles Crest 100 and Leadville 100. He has over 4000 hours of flight time in all types of aircraft, including jets and helicopters, and holds the Airline Transport Pilot Rating. He has served on the Investment Committee of the American Physical Society, and currently serves on the Investment Committee of the Margaret A. Cargill Philanthropies and on the Boards of the Q Group and the Mathematical Sciences Research Institute.
Ked Hogan, BlackRock
Ked Hogan, PhD, Managing Director, is Head of Research for BlackRock’s Factors, Sustainable and Solutions Group. Dr. Hogan is responsible for driving innovation in research for BlackRock’s factor investment platform, including the firm’s flagship macro and style factor funds, Market Advantage and Style Advantage.
Dr. Hogan’s service with the firm dates back to 1997, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. Previously, Dr. Hogan has served as the head of Thematic Equity Investing for SAE, and as the Head of Equity and Emerging Market Research in GMSG. Prior to joining BGI, Dr. Hogan was a professor of finance at McGill University. He has published in many academic journals including the Journal of Finance, the Journal of Financial Quantitative Analysis and the Journal of International Economics. In addition, Dr. Hogan was rewarded the William Sharpe award for the best paper of 2007 in the Journal of Financial Quantitative Analysis.
Dr. Hogan earned a BA degree and PhD both in economics from Arizona State University in 1982 and 1990, respectively.
Mark Kritzman, Windham Capital Management
Mark Kritzman, CFA is a Founding Partner and CEO of Windham Capital Management, LLC and the Chairman of Windham’s investment committee. He is responsible for managing research activities and investment advisory services. Mark is also a Founding Partner of State Street Associates, and he teaches a graduate finance course at the Massachusetts Institute of Technology. He served as a Founding Director of the International Securities Exchange and as a Commissioner on the Group Insurance Commission of the Commonwealth of Massachusetts. He has also served on the Advisory Board of the Government Investment Corporation of Singapore (GIC) and the boards of the Institute for Quantitative Research in Finance, The Investment Fund for Foundations, and State Street Associates. He is currently a member of the Board of Directors of Protego Trust Company, the Advisory Board of the MIT Sloan Finance Group, the Board of Governors of St. John’s University, the Emerging Markets Review, the Journal of Alternative Investments, the Journal of Derivatives, the Journal of Investment Management, where he is Book Review Editor, and The Journal of Portfolio Management.
He has written 90 articles for peer-reviewed journals and is the author or co-author of seven books including A Practitioner’s Guide to Asset Allocation, Puzzles of Finance, and The Portable Financial Analyst. Mark won Graham and Dodd scrolls in 1993 and 2002, the Research Prize from the Institute for Quantitative Investment Research in 1997, the Bernstein Fabozzi/Jacobs Levy Award nine times, the Roger F. Murray Prize from the Q-Group in 2012, and the Peter L. Bernstein Award in 2013 for Best Paper in an Institutional Investor Journal. In 2004, Mark was elected a Batten Fellow at the Darden Graduate School of Business Administration, University of Virginia.
Mark holds a Bachelor of Science in Economics from St. John’s University, a Master of Business Administration with distinction from New York University, and a Chartered Financial Analyst® designation.
Todd Mattina, Mackenzie Investments
Todd Mattina is senior vice president and chief economist at Mackenzie Investments. He is also the co-lead of the Mackenzie Multi-Asset Strategies Team. After serving as Mackenzie’s chief strategist and economist from 2014 to 2018, he joined the Investment Management Corporation of Ontario, where he served as Vice President, portfolio construction; chief strategist; and chief economist, leading the teams responsible for asset allocation and economic analysis. Todd also worked at the International Monetary Fund, where he focused on macro-fiscal policy, and at the Canada Pension Plan Investment Board, where he was a portfolio manager (emerging market currencies). He currently serves on the Board of Trustees of Queen’s University and is vice-chair of the Investment Committee. Todd holds a PhD in Economics (International Macroeconomics & Finance) from Queen’s University and an MA in Economics from the University of British Columbia.
Caio Natividade, Deutsche Bank
Caio Natividade is a Managing Director and Global Head of Quantitative Investment Solutions Research at Deutsche Bank. The work of his team includes signal generation, portfolio construction and risk estimation across multiple frequencies, styles and products across asset classes. Since joining DB in 2002, Caio’s research experience includes fixed income and FX research for EMEA countries, options strategy in FX and commodities, and cross-asset quantitative research. Caio’s work has earned considerable recognition over the years, with accolades including top ranks at Institutional Investor, Risk Magazine Awards, Euromoney and Eleonora Emerging Markets. Caio holds a BSc in Finance from Lancaster University and an MSc in Financial Mathematics from King’s College London.
Michael Reher, UCSD Rady School of Management
Reher’s research is at the intersection of intermediary finance and household finance, with a common theme of how the supply of real estate financing affects households’ housing costs. His research has been published in the Review of Financial Studies, Journal of Money, Credit, & Banking, and Journal of Investment Management.
Prior to Rady, Reher worked at the Federal Reserve Banks of Boston and San Francisco and at Wealthfront, an automated financial advisor. He received his PhD in economics from Harvard in 2019, where he was a John R. Meyer Fellow. He received a B.S. from Georgetown in 2014 as valedictorian.
Felix Xu, Vanguard
Felix Xu, Head of Alternatives and Multi-Asset Strategies, Vanguard Quantitative Equity Group. Felix oversees research and portfolio management for commodities, multi-assets and liquid alternative strategies in Vanguard’s Quantitative Equity Group (QEG). He started in QEG in 2004 and has been responsible for portfolio managment and leading research on dynamic asset allocation, quantitative stocks selections, factor investing, commodities strategies and alternative risk premia to enhance QEG’s proprietary strategies and processes. He received a M.B.A. from the Fuqua School of Business, Duke University, a M.S. in Geophysics from UCLA and a B.S. from Peking University. He is a CFA® charter holder and also hold the Financial Risk Manager (FRM) designation.