KENNETH WINSTON

Instructor since 2019

KENNETH WINSTON
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Kenneth Winston is a Lecturer in Economics at the California Institute of Technology. He served as Chief Risk Officer at Western Asset Management in Pasadena, CA, where he led the group managing quantitative risk. He led the development of the WISER risk management system, as well as machine learning techniques for portfolio management and alpha signaling.

Previously he was Chief Risk Officer at Morgan Stanley Investment Management in New York, NY. He was a Senior Investment Officer at OppenheimerFunds in New York and a Principal at Richards & Tierney in Chicago, IL.

He has a PhD in Pure Mathematics (Combinatorics) from M.I.T., and a BS and MS in Mathematics from the California Institute of Technology. He is a board member of the Institute for Quantitative Research in Finance and co-chair of its Research Committee. He is an honorary board member and past president of the Society of Quantitative Analysts in New York and a founder of the Buy Side Risk Manger’s Forum of the Global Association of Risk Professionals.

SELECTED PUBLICATIONS
Long/Short Investing with Barriers (2008)

Kenneth Winston, Bernd Scherer

Buy Side Risk Management (Spring 2005)

Kenneth Winston

Investment Policy Implications of Currency Hedging (Summer 1996)

Kenneth Winston, Jeffrey Bailey

The 'Efficient Index' and Prediction of Portfolio Variance (Spring 1993)

Kenneth Winston

Using generic benchmarks to present manager styles (Summer 1991)

Kenneth Winston, David Tierney

Defining and Using Dynamic Completeness Funds to Enhance Total Fund Efficiency (July/August 1990)

Kenneth Winston, David Tierney

On the Asymptotic Number of Tournament Score Sequences (1983)

Kenneth Winston, Daniel Kleitman

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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