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Vita
Education:
- Massachusetts
Institute of Technology, Ph.D. in Economics, 1981.
- Yale University,
B.S. in Economics and Mathematics, 1976. Summa Cum Laude, Phi Beta
Kappa.
- Phillips
Academy, Andover, 1972. Cum Laude.
Academic
Appointments:
- Professor,
Fuqua School of Business, Duke University, 1993-present.
- Associate
Professor, Fuqua School of Business, Duke University, 1989-1993.
- Associate
Professor, Graduate School of Business, University of Chicago,
1985-1989.
- Assistant
Professor, Graduate School of Business, University of Chicago,
1981-1985.
Other
Appointments:
- Consultant,
Bank for International Settlement, 1998.
- Visiting
Scholar, International Monetary Fund, July 1998.
Honors
and Awards:
- CFA Institute, Graham and Dodd Award of Excellence, 2004.
- Bank of America Fuqua Faculty Award, 2002.
- Duke Cross-Continent EMBA Class of 2002, Teaching in
Excellence Award.
- Fischer
Black Memorial Foundation, 1999 Robert J. Schwartz Memorial Prize, for
the best paper on hedge funds.
- 1990 Smith
Breeden Prize for the best paper in the Journal of Finance for
the
article "Margin Regulation and Stock Market Volatility" (joint with
Merton
H. Miller).
- 1976 Yale
Science and Engineering Association High Scholarship Award. (for the
highest
class standing after seven semesters).
- 1976 Russell
Henry Chittenden Prize (for the Yale senior with the highest
scholarship
in the natural sciences, including mathematics).
Research
Interests:
- Investment
styles, risks, and performance evaluation in dynamic trading
strategies,
espeically in hedge funds and commodity trading advisors.
- Dynamics
of asset prices and their implications for financial risk management.
Professional
Affiliations & Activities:
- American
Finance Association
- Society of Financial Studies
- Finance Department Editor, Management Science (2003-2009)
Publications:
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to see the complete vitae and publication list.
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