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
personal data | |
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SURNAME | Huang, Chi-fu |
BRIEF DESCRIPTION | US-Taiwanese financial economist |
DATE OF BIRTH | January 27, 1955 |
PLACE OF BIRTH | Taiwan |