Other Affiliations : Cornell University - PhD '88, Boston University - MA '83, Delhi University - BA '79
Financial executive with experience leading global quantitative research and technology teams. Author of numerous publications in leading academic and practitioner journals. Co-inventor of several patents held by ITG Inc., including US 7,533,048 B2 (Fair value model based system, method, and computer program product for valuing foreign securities in a mutual fund), US 7,337,137 B2 (Investment portfolio optimization system, method and computer program product), and international patents related to factor risk models and transaction cost estimation. Author of “Exchange-traded funds and the new dynamics of investing,” Oxford University Press, 2016.