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Andrew Lo
Andrew Wen-Chuan Lo () (born 1960) is the Charles E. and Susan T. Harris Professor of Finance at the MIT Sloan School of Management. Lo is the author of many academic articles in finance and financial economics. He founded AlphaSimplex Group in 1999 and served as chairman and chief investment strategist until 2018 when he transitioned to his current role as chairman emeritus and senior advisor. Career Lo is a professor of finance at the MIT Sloan School of Management, the director of MIT's Laboratory for Financial Engineering, a principal investigator at MIT's Computer Science and Artificial Intelligence Laboratory, an affiliated faculty of the MIT Department of Electrical Engineering and Computer Science, an external faculty member of the Santa Fe Institute, and a research associate of the National Bureau of Economic Research. He is the founder of AlphaSimplex Group,
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Deutsche Nationalbibliothek
The German National Library (DNB; german: Deutsche Nationalbibliothek) is the central archival library and national bibliographic centre for the Federal Republic of Germany. It is one of the largest libraries in the world. Its task is to collect, permanently archive, comprehensively document and record bibliographically all German and German-language publications since 1913, foreign publications about Germany, translations of German works, and the works of German-speaking emigrants published abroad between 1933 and 1945, and to make them available to the public. The DNB is also responsible for the and several special collections like the (German Exile Archive), and the (German Museum of Books and Writing). The German National Library maintains co-operative external relations on a national and international level. For example, it is the leading partner in developing and maintaining bibliographic rules and standards in Germany and plays a significant role in the development of ...
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Global Macro
Global macro is an investment strategy based on the interpretation and prediction of large-scale events related to national economies, history, and international relations. The strategy typically employs forecasts and analysis of interest rate trends, international trade and payments, political changes, government policies, inter-government relations, and other broad systemic factors. Other definitions A noted example of what is now called a Global Macro strategy was George Soros' profitable sale of the pound sterling in 1992 prior to the European Rate Mechanism debacle., Foreword by Niall Ferguson In the 2010 Opalesque Roundtable discussion of global macro, hedge fund manager John Burbank discussed the increasing importance and shift of private and institutional investors toward more global macro strategies. Burbank defined global macro as "having a reason to be long or short something that is bigger than a fundamental stock view". DoubleLine has characterized macro as a "go anyw ...
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Macroeconomics
Macroeconomics (from the Greek prefix ''makro-'' meaning "large" + ''economics'') is a branch of economics dealing with performance, structure, behavior, and decision-making of an economy as a whole. For example, using interest rates, taxes, and government spending to regulate an economy's growth and stability. This includes regional, national, and global economies. According to a 2018 assessment by economists Emi Nakamura and Jón Steinsson, economic "evidence regarding the consequences of different macroeconomic policies is still highly imperfect and open to serious criticism." Macroeconomists study topics such as Gross domestic product, GDP (Gross Domestic Product), unemployment (including Unemployment#Measurement, unemployment rates), national income, price index, price indices, output (economics), output, Consumption (economics), consumption, inflation, saving, investment (macroeconomics), investment, Energy economics, energy, international trade, and international finance. ...
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Becker Friedman Institute For Research In Economics
The Gary Becker Milton Friedman Institute for Research in Economics is a collaborative, cross-disciplinary center for research in economics. The institute was established at the University of Chicago in June 2011. It brought together the activities of two formerly independent economic research centers at the university: the Milton Friedman Institute for Research in Economics and the Becker Center on Chicago Price Theory, founded by Richard O. Ryan. The institute is named for two globally influential economists: Gary S. Becker (1930–2014) and his mentor, Milton Friedman (1912-2006), both winners of the Nobel Memorial Prize in Economic Sciences. While they pursued different scholarly paths, Becker and Friedman shared a fundamental belief that economics, grounded in empirical research, is a powerful tool to understand human behavior. While Friedman is known for his lasting contributions to macroeconomics and monetary economics, Becker is recognized for extending microeconomic ana ...
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Lars Peter Hansen
Lars Peter Hansen (born 26 October 1952 in Urbana, Illinois) is an American economist. He is the David Rockefeller Distinguished Service Professor in Economics, Statistics, and the Booth School of Business, at the University of Chicago and a 2013 recipient of the Nobel Memorial Prize in Economics. Hansen is best known for his work on the generalized method of moments, he is also a distinguished macroeconomist, focusing on the linkages between the financial sector and the macroeconomy. His current collaborative research develops and applies methods for pricing the exposure to macroeconomic shocks over alternative investment horizons and investigates the implications of the pricing of long-term uncertainty. Among other honors, he received the 2010 BBVA Foundation Frontiers of Knowledge Award
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United States House Committee On Financial Services
The United States House Committee on Financial Services, also referred to as the House Banking Committee and previously known as the Committee on Banking and Currency, is the committee of the United States House of Representatives that oversees the entire financial services industry, including the securities, insurance, banking and housing industries. The Financial Services Committee also oversees the work of the Federal Reserve, the United States Department of the Treasury, the U.S. Securities and Exchange Commission and other financial services regulators. The House Committee on Financial Services is considered to be one of the House's most powerful committees. It is currently chaired by Democrat Maxine Waters from California. Waters was elected as chair of the committee, and assumed office on January 3, 2019. The Ranking Member is Republican Patrick McHenry from North Carolina, he has served as the Ranking Member since January 3, 2019. Jurisdiction Under the rules of the 11 ...
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United States House Committee On Oversight And Government Reform
The Committee on Oversight and Reform is the main investigative committee of the United States House of Representatives. The committee's broad jurisdiction and legislative authority make it one of the most influential and powerful panels in the House. Its chairman is one of only three in the House with the authority to issue subpoenas without a committee vote or consultation with the ranking member. However, in recent history, it has become practice to refrain from unilateral subpoenas. Carolyn Maloney ( D-New York) served as acting chair of the committee following the death of Elijah Cummings ( D-Maryland) on October 17, 2019; she was elected chair a month later. Representative Jim Jordan served as ranking member from January 3, 2019, until March 12, 2020. On March 31, 2020, Jordan started his second stint as ranking member. Representative Mark Meadows served as ranking member from March 13, 2020, until March 30, 2020, when he resigned his congressional seat to become White Ho ...
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Wharton School
The Wharton School of the University of Pennsylvania ( ; also known as Wharton Business School, the Wharton School, Penn Wharton, and Wharton) is the business school of the University of Pennsylvania, a private Ivy League research university in Philadelphia. Generally considered to be one of the most prestigious business schools in the world, the Wharton School is the world's oldest collegiate business school, having been established in 1881 through a donation from Joseph Wharton. The Wharton School awards the Bachelor of Science with a school-specific economics major, with concentrations in over 18 disciplines in Wharton's academic departments. The degree is a general business degree focused on core business skills. At the graduate level, the Master of Business Administration (MBA) program can be pursued standalone or offers dual studies leading to a joint degree from other schools (e.g., law, engineering, government). Similarly, in addition to its tracks in accounting, finance, ...
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University Of Pennsylvania
The University of Pennsylvania (also known as Penn or UPenn) is a private research university in Philadelphia. It is the fourth-oldest institution of higher education in the United States and is ranked among the highest-regarded universities by numerous organizations and scholars. While the university dates its founding to 1740, it was created by Benjamin Franklin and other Philadelphia citizens in 1749. It is a member of the Ivy League. The university has four undergraduate schools as well as twelve graduate and professional schools. Schools enrolling undergraduates include the College of Arts and Sciences, the School of Engineering and Applied Science, the Wharton School, and the School of Nursing. Among its highly ranked graduate schools are its law school, whose first professor wrote the first draft of the United States Constitution, its medical school, the first in North America, and Wharton, the first collegiate business school. Penn's endowment is US$20.7 billio ...
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The Journal Of Portfolio Management
''The Journal of Portfolio Management'' (also known as JPM) is a quarterly academic journal for finance and investing, covering topics such as asset allocation, performance measurement, market trends, risk management, and portfolio optimization. The journal was established in 1974 by Peter L. Bernstein. The current editor-in-chief is Frank J. Fabozzi (Yale University). Notable authors Notable authors who have published in ''The Journal of Portfolio Management'' include Fischer Black, Daniel Kahneman, Harry Markowitz, Merton Miller, Franco Modigliani, Paul Samuelson, William F. Sharpe, James Tobin, Cliff Asness, and Jack L. Treynor. Awards Bernstein Fabozzi/Jacobs Levy Award An annual Bernstein Fabozzi/Jacobs Levy Award is presented by the journal's editors, who pick the best paper of the year with a selected panel of board members and readers. Past winners include Merton Miller, Steve Strongin, Burton Malkiel and Aleksander Radisich, and Robert D. Arnott and Ronald J. ...
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Journal Of Investment Management
''The Journal of Investment Management (JOIM)'' is a quarterly refereed journal which seeks to be a nexus of theory and practice of investment management. ''The Journal of Investment Management'' offers in-depth research with practical significance utilising concepts from the economics and accounting disciplines. The editor is Gifford H. Fong, founder of Gifford Fong Associates, a boutique bond and equity analysis firm. The journal is published by Stallion Press and has an ISSN An International Standard Serial Number (ISSN) is an eight-digit serial number used to uniquely identify a serial publication, such as a magazine. The ISSN is especially helpful in distinguishing between serials with the same title. ISSNs ... of 1545-9144. References {{reflist External linksJOIM Economics journals Finance journals English-language journals Publications established in 2003 Quarterly journals ...
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Annual Review Of Financial Economics
The ''Annual Review of Financial Economics'' is a peer-reviewed academic journal that publishes an annual volume of review articles relevant to financial economics. It was established in 2009 and is published by Annual Reviews. The co-editors are Hui Chen and Matthew P. Richardson. History The ''Annual Review of Financial Economics'' was first published in 2009 by Annual Reviews. Its founding editors were Andrew Lo and Robert C. Merton. As of 2022, the editors are Hui Chen and Matthew P. Richardson. Scope and indexing The ''Annual Review of Financial Economics'' defines its scope as covering significant developments in experimental, theoretical, and empirical aspects of financial economics. Included subfields are market microstructure, behavioral finance, experimental finance, financial institutions, capital markets, and corporate finance. As of 2022, ''Journal Citation Reports'' gives the journal a 2021 impact factor of 2.741, ranking it fifty-sixth of 111 journal titles ...
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