Recruited to run the Global Capital Markets Research Group at Salomon Smith Barney. Wrote the Quarterly Research Commentary on Global Financial Markets providing market forecasts for Global Equity, Fixed Income, FX and Commodity markets. Head of Research and Product Development for Portfolio Management Strategies, and Global Tactical Asset Allocation for the firm’s fiduciary assets across multiple asset classes and multiple countries. Wrote over 50 white papers of original research on new product ideas and on a broad range of Investment and Portfolio Management topics for distribution to Consultants and Industry professionals worldwide. Spearheaded the CFA Institute’s (previously AIMR) efforts to provide analytical and quantitative research on a broad range of issues in asset management to the largest membership of investment professionals in the world. Winner of the prestigious CBOE award for Excellence in Investment Research for my research on using trading volume as a quantitative indicator to predict changes in realized volatility. Research Interests:
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