FARSHID M. ASL, PH.D

Instructor since 2005

FARSHID M. ASL, PH.D
LINKS:

Managing Director, Investment Management Division, Goldman Sachs, Farshid is currently the head of the Strategic and Quantitative Asset Allocation in the Investment Strategy Group, where he is responsible for the quantitative modeling and analysis of tactical views and strategic asset allocations. Previously, he spent two years as a strategist in the Fixed Income, Currency and Commodities and the Equity Divisions at Goldman Sachs, developing quantitative models for credit and volatility trading. Farshid joined Goldman Sachs in 2006 and was named managing director in 2011. Prior to joining Goldman Sachs, Farshid was a senior vice president of Risk Analytics at GMAC, where he focused on strategic direction and leadership in the development and operations of the risk management systems and processes for GM, GMAC and GM Asset Management. Farshid has been a program fellow and adjunct professor at Courant Institute of Mathematical Sciences at New York University since 2005. He has published various papers in quantitative journals and presented at conferences and has led a number of workshops in quantitative trading. Farshid earned a PhD in Stochastic Optimal Control and an MS in Financial Engineering from the University of Michigan in 2002. He is the recipient of the 2005 Carl T. Humphrey Memorial Alumni Award from Villanova University.

SELECTED PUBLICATIONS
“Advancing Strategic Asset Allocation in a Multi-Factor World.” Journal of Portfolio Management (Fall 2012)

Farshid Asl and Erkko Etula

“Stochastic Optimal Capacity Limits with Linear Management Costs.” American Control Conference (November 2003)

Farshid Asl and A.G. Ulsoy

“Optimal Control of Reconfigurable Capacity in Manufacturing Systems.” University of Michigan, Dissertation (2003)

Farshid Asl

VIEW PUBLICATION
“A General Solution for the Position, Velocity, and Acceleration of Hyperredundant Planar Manipulators.” Journal of Field Robotics (January 2002)

Farshid Asl, Hashem Ashrafiuon and C. Nataraj

Other Faculty

MEHDI H. SONTHONNAX

MEHDI H. SONTHONNAX

RICHARD LINDESEY

RICHARD LINDESEY

MERRELL HORA

MERRELL HORA

DEANE YANG

DEANE YANG

Chair, Committee on Mathematics in Finance, Professor of Mathematics

RIAN JOHNSON

RIAN JOHNSON

Administrative Aide

ARIANE SANEY

ARIANE SANEY

Director, Office of Career Services

NANCY ANCOWITZ

NANCY ANCOWITZ

Director, Office of Career Services

KENNETH WINSTON

KENNETH WINSTON

Instructor since 2019

LEON TATEVOSSIAN

LEON TATEVOSSIAN

Instructor since 2009

RODNEY SUNADA-WONG

RODNEY SUNADA-WONG

Instructor since 2014

AMIR SADR

AMIR SADR

Instructor since 2017

GORDON RITTER

GORDON RITTER

Instructor since 2013

ROBERT REIDER

ROBERT REIDER

Instructor since 2007

MIQUEL NOGUER I ALONSO

MIQUEL NOGUER I ALONSO

Visiting Professor at NYU Courant Institute

FABIO MERCURIO

FABIO MERCURIO

Instructor in 2011

LEE MACLIN

LEE MACLIN

Instructor since 2000

YADONG LI

YADONG LI

Instructor since 2015

DAVID LI

DAVID LI

Instructor since 2020

ALEXEY KUPTSOV

ALEXEY KUPTSOV

Instructor since 2009

ROBERT V. KOHN

ROBERT V. KOHN

Professor of Mathematics; Chair of the Committee on Mathematics in Finance (2003-2006 and 2009-2011); Instructor since 1998

IRENA KHREBTOVA

IRENA KHREBTOVA

Director, Risk Management at Bank of America

ALIREZA JAVAHERI

ALIREZA JAVAHERI

Instructor since 2011

JONATHAN B. GOODMAN

JONATHAN B. GOODMAN

Professor of Mathematics; Founding Chair of the Committee on Mathematics in Finance; Instructor since 2000

SAMIM GHAMAMI

SAMIM GHAMAMI

Instructor since 2015

ERAN FISHLER

ERAN FISHLER

Instructor since 2008

TRAVIS FISHER

TRAVIS FISHER

Instructor since 2016

MONTY ESSID

MONTY ESSID

Instructor since 2018

GENE EKSTER

GENE EKSTER

Instructor since 2020

BRUNO DUPIRE

BRUNO DUPIRE

Instructor since 2005

IVAILO DIMOV

IVAILO DIMOV

Instructor since 2017

PAUL BOURGADE

PAUL BOURGADE

Associate Professor of Mathematics, Chair of Financial… Mathematics M.S. Program.

ILIA BOUCHOUEV

ILIA BOUCHOUEV

Instructor since 2020

JEROME BENVENISTE

JEROME BENVENISTE

Instructor since 2015

FARSHID M. ASL, PH.D

FARSHID M. ASL, PH.D

Instructor since 2005

KENNETH C. ABBOTT

KENNETH C. ABBOTT

Instructor since 2004

LEIF ANDERSEN

LEIF ANDERSEN

Industry Adviser to the Program

PETTER N. KOLM

PETTER N. KOLM

Program Director, Clinical Professor of Mathematics

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