Instructor Since: 2019

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.

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


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