The New Science of Asset Allocation: Risk Management in a Multi-Asset World

About the Authors

Thomas Schneeweis, Ph.D., has more than 30 years ’ experience in investment management. Professionally, he is a Director and co-founder of the non-profit Institute for Global Asset and Risk Management (INGARM). He was also a co-founder of Alternative Investment Analytics (a commodity investment firm that helped create the Bache Commodity Index) and of White Bear Partners (a hedge fund/managed futures trading firm). He was also associated with the creation and development of the Zurich and Dow Jones Investable Hedge Fund Indices. He has acted as director of research at Ursa Capital, one of the first managed account based hedge fund platforms. He is the Michael and Cheryl Philipp Professor of Finance and director of the Center for International Securities and Derivatives Markets at the Isenberg School of Management, University of Massachusetts-Amherst. He is the founding editor of The Journal of Alternative Investments and is co-founder of the Chartered Alternative Investment Analyst Association. He received his Ph.D. from the University of Iowa in 1977, an M.A. from the University of Wisconsin, and a B.A. from St. John ’s University. He has published more than 100 articles in the area of investment and asset management. He has presented at major conferences globally, has been quoted in major financial press, and has spoken on many financial news programs. He has been credited in part for the creation of asset allocation breakthroughs such as portable alpha and ...