Yuri Bender is Editor-in-Chief, Professional Wealth Management at Financial Times. Yuri is a financial journalist specialising in international asset management, private banking and capital markets. He joined the Financial Times group in 1992 and launched FT Mandate, a newspaper for the institutional investment industry, in 1999. He has since moved to concentrate more on private banking, launching the pan-European magazine and website, Professional Wealth Management, in 2001 followed by a separate Asian edition, PWM Asia, in 2008, and is editor-in-chief of both titles. He is particularly interested in comparing business and distribution models of private banking and asset management groups. He chairs industry panels on these topics and writes regularly on them for the FT newspaper. Yuri studied Investment Management at the London Business School.
Laurent E. Calvet
Laurent E. Calvet is a Professor of Finance at EDHEC Business School. He is an engineering graduate from Ecole Polytechnique (1991) and Ecole Nationale des Ponts et Chaussées (1994) in Paris and holds a Ph.D. in Economics from Yale University (1998). He has served as the John Loeb Professor of the Social Sciences at Harvard University (1998-2004), an HEC Foundation Professor at HEC Paris (2004-16), and a Professor and Chair in Finance at Imperial College London (2007-8). His contributions to household finance, asset pricing, and multifractal risk modeling have appeared in leading economics, finance, and statistics journals. Prof. Calvet pioneered with Adlai Fisher the Markov-switching multifractal model of financial volatility, which is used by academics and financial practitioners to forecast volatility, compute value-at-risk, and price derivatives. He is a Research Associate of Goethe University Frankfurt's Center for Financial Studies, a Founding Member of the CEPR Household Finance Network, and an editorial board member of several academic journals, including Journal of Fractal Geometry and Journal of Pension Economics and Finance.
Christophe Donay joined Banque Pictet & Cie SA in 2008 as chief strategist of the Wealth Management unit in charge of asset allocation and macroeconomic research. He is also a member of the Wealth Management Investment Committee, a member of the Investment Board and chairman of the Investment Strategy Committee of the Pictet Pension Fund. Christophe has over 30 years’ experience in financial markets. Earlier in his career, he conducted research in applied mathematics at INSEAD. He then joined BNP Paribas as financial engineer for the arbitrage desks. Later he headed the economic research, investment strategy and derivative products business lines at Kepler Chevreux. Christophe holds Master degrees in economics and in econometrics from the Universities of Paris X and Paris II and a diploma of EFFAS (European Federation of Financial Analyst Societies).
Woo Chang Kim
Woo Chang Kim is associate professor in the Industrial and Systems Engineering Department at the Korea Advanced Institute of Science and Technology (KAIST) and Head of KAIST Centre for Wealth Management Technologies. He serves on the editorial boards for several journals, including Quantitative Finance, Journal of Portfolio Management, Optimisation and Engineering, and Quantitative Finance Letters. He is an expert on financial optimisation and portfolio management, and has published many papers in leading academic and practitioner journals in the related fields as well as a textbook on robust portfolio management. He is a member of the voting rights committee and the fund management refinement committee for Korea’s National Pension System, a member of technology advisor group for Financial Services Commission, and an advisor for Samsung Asset Management. He earned his B.S. and M.S. degrees from Seoul National University, and Ph.D. from Princeton University.
Min Jeong Kim
Min Jeong Kim is a deputy research fellow of Investment Policy Division at National Pension Research Institute (NPRI). At NPRI, she conducts research on the investment policy of Korea’s National Pension Fund. In addition, she participates in the task force that advises the Fund Management Committee of National Pension Fund on mid-term investment plan. Her research interest is portfolio optimization, especially in asset liability management under uncertainty. She earned her Ph.D. in industrial and systems engineering from KAIST and B.S. and M.S. degrees in mathematical sciences from KAIST.
Joohwan Hong is a research scientist at Veranos Technologies. His expertise is in portfolio optimization via multi-stage goal programming. He leads development of GBI optimization engine in Veranos Technologies (Veranos Advanced GBI) for personalized financial planning. He earned his B.S. and Ph.D. degrees in Physics from Korea Advanced Institute of Science and Technology (KAIST).
Changle Lin is Adjunct Professor at Tsinghua University. He got his bachelor's in mathematics from Tsinghua University in 2007, and his PhD degree in Operations Research from Princeton University in 2015. He was the chief architect of investment engine system in Merrill Lynch, and was on both strategic asset allocation and dynamic asset allocation committee. He came back to Tsinghua in 2016 to help Prof. Yao set up FinTech joint lab and founded Wealth Engine Technologies to become a leading AI firm in wealth & asset management industry. His research areas include asset allocation & portfolio theory, stochastic control & optimisation and artificial intelligence applied in state-of-art client profiling, asset management, asset & liability management and risk management systems.
Lionel Martellini is a Professor of Finance at EDHEC Business School and the Director of EDHEC-Risk Institute. He is a former member of the faculty at the Marshall School of Business, University of Southern California, and has also taught at U.C. Berkeley and at Princeton University, where he has been a visiting fellow at the Operations Research and Financial Engineering department. Lionel holds Master’s Degrees in Business Administration, Economics, Statistics and Mathematics, as well as a PhD in Finance from the Haas School of Business, University of California at Berkeley. Outside of his activities in finance, he recently completed a PhD in Relativistic Astrophysics and has become a member of the LIGO/Virgo international collabouration for the observation of gravitational waves. Professor Martellini is a member of the editorial board of The Journal of Portfolio Management, The Journal of Alternative Investments, and The Journal of Retirement. He conducts active research in a broad range of topics related to investment solutions for individual and institutional investors, equity and fixed-income portfolio construction, risk management and derivatives valuation. His work has been published in leading academic and practitioner journals and has been featured in major European and global dailies such as The Economist, The Financial Times and The Wall Street Journal. He has co-authored reference textbooks on topics related to Alternative Investment Strategies, Fixed-Income Securities, Goal-Based Investing and is preparing a new textbook on Investment Solutions.
John M. Mulvey
John M. Mulvey is a Professor in the Operations Research and Financial Engineering Department and a founding member of the Bendheim Centre for Finance at Princeton University. His specialty is financial optimisation and advanced portfolio theory. For over thirty-five years, he has implemented asset-liability management systems for numerous organisations, including PIMCO, Towers Perrin/Tillinghast, AXA, Siemens, Munich Re-Insurance, and Renaissance Re-Insurance. His current research addresses regime identification and factor approaches for longterm investors, including family offices, and pension plans, with an emphasis on optimising performance and protecting investor wealth (and surplus wealth). He has published over 150 articles and edited 5 books. He is developing a Massive Online Open Course (MOOC) with Professor Martellini -- “Python Machine Learning for Investment Management,” and is a senior advisor for Alibaba (Ant Financial) and First Republic Bank.
Paolo Sironi is a FinTech thought leader for Watson Financial Services from the Industry Platforms business unit. Paolo is author of bestselling literature on quantitative finance and fintech innovation. Currently an elective member of IBM Industry Academy, he advises financial institutions globally on business model transformation by linking finance and technology. Formerly startup entrepreneur and senior director of risk management for investment banks.
Bruno Taillardat is Head of Smart Beta and Factor investing at Amundi since September 2016. Bruno started his career at Paribas Asset Management in 1998 as a Quantitative Analyst on North-American equities management. At BNP Paribas Asset Management, he then became Head of Quantitative Research in the International Equity investments team until 2007.Bruno joined Unigestion in March 2007 as Senior Portfolio Manager in the Equity team where he participated to Equity portfolios management on the different markets covered (Europe, US, Japan, Global, Asia-Pacific and Emerging Markets) and to the development of the risk based management process. Afterwards, he was appointed Investment Director and responsible for quantitative and fundamental research in the Equity team. Bruno also strongly contributed to the Unigestion Equity management expertise promotion with international investors. Bruno has a post-graduate degree in Mathematics from the University of Marseille and he has also completed executive education programs at the IMD Business School in Lausanne.