About the contributors
Brad Barber is the Gallagher Professor of Finance at the UC Davis Graduate School of Management where he teaches introductory finance to MBA students. His research focuses on the psychology of individual investors, is widely published in leading academic journals and is frequently referenced in the financial press.
Gurvinder Brar heads the European Quantitative Research Team at Macquarie Securities. He focuses on multifactor stock selection models, style research and small-cap quant strategy. Prior to Macquarie he worked for 8 years at Citi as part of the #1-ranked European Quantitative Research Team. Prior to that Gurvinder spent 2 years in the Risk-adjusted Portfolio Analysis Team for NatWest.
Richard Brown is the Global Business Manager for the Machine Readable News program at Thomson Reuters, responsible for the product portfolio that includes its archive product, real-time feeds, and news analysis solutions.
Sanjiv Das is Professor of Finance at Santa Clara University. His current research interest include: the modeling of fault risk, machine learning, social networks, derivatives-pricing models, portfolio and venture capital. He has published over 70 articles in academic journals and his recent book Derivatives: Principles and Practice was published in May 2010.
Christian Davies is a senior quantitative research analyst at Macquarie Securities and specializes in style research, multifactor modeling and developing stock selection strategies. He previously ...
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