黃奇輔博士簡介如下

 

Chi-fu Huang (黃奇輔; born January 27, 1955) is a private investor, and former finance academic. He has made major contributions to the theory of financial economics, and has written on dynamic general equilibrium theory, intertemporal utility theory, and the theory of individual consumption and portfolio decisions. He was a co-founder with Myron Scholes, Nobel Laureate in Economics of 1997, of Platinum Grove Asset Management (PGAM) and served as its Chief Executive Officer since its formation in October 1999 until December 2009. In his tenure, he built PGAM from $45 million dollar of asset under management to $6 billion dollars under management. PGAM was one of world’s largest fixed income focused hedge funds before his retirement at the end of 2009. 

 

Dr. Huang is the former J.C. Penney Professor of Finance, Sloan School of Management, Massachusetts Institute of Technology, where he was a faculty member from 1983 to 1994. Subsequently, Dr. Huang was Head of Fixed Income Derivatives Research at Goldman Sachs & Co. from 1993 to 1995 and a Partner of Long-Term Capital Management from 1995-1999, where he served as co-head of its Tokyo office. He received his Ph.D. in Finance from Graduate School of Business, Stanford University in 1983. 

 

He has served as the editor of the most prestigious journals in finance, e.g., the Review of financial studies, Journal of economic theory, journal of mathematical economics, journal of mathematical finance, and journal of finance and quantitative analysis.