Chi-fu Huang

Chi-fu Huang ( Chinese  黄 奇 辅 , Pinyin Huáng Qí-fǔ ; born January 27, 1955 in Taiwan) is a US - Taiwanese financial economist . After researching at MIT on modeling swaps and derivatives , he has worked as an investment manager since 1993.

life and work

Huang studied at National Taiwan University , from which he graduated with a bachelor's degree in 1977, and Stanford University , where he received his PhD in 1982.

After completing his studies, Huang worked for 10 years at the Massachusetts Institute of Technology , where he led the PhD program in Finance and published on financial derivatives .

In 1993 he moved to Goldman Sachs , where he was responsible for the research division for derivatives on fixed income products. In 1995, Huang was hired by John Meriwether to join Long-Term Capital Management (LTCM), where he was responsible for Asia. Two years later, he moved to Tokyo to set up LTCM's Japanese office. In 1999 , LTCM collapsed after massive bad speculation caused $ 4.6 billion in losses in just 4 months.

Huang then founded his own investment company Oak Hill Platinum Partners (now Platinum Grove Asset Management ) with Nobel Prize winner and LTCM colleague Myron Scholes , in which he is still active today.

Fonts

• with Robert H. Litzenberger: Foundations for Financial Economics . North-Holland, New York 1988, ISBN 0-444-01310-5 .

Web links

• Wall Street Ren. ( Memento of September 7, 2008 in the Internet Archive ) Short biography
• Bailyn, Huang Named to Chairs , MIT, March 11, 1992