Research Advisory Board

Steve Ross

Steve is the Franco Modigliani Professor of Finance and Economics at MIT. Steve invented arbitrage pricing theory (APT) and has made major contributions to the theory of valuing options and other derivative securities. His research explores financial markets, corporate finance, investments, valuation and the economics of uncertainty. Steve is a co-founder of Roll and Ross Asset Management Corp., a quantitative financial management firm with over $3 billion in assets. He is also currently a member of the board of directors of Freddie Mac and a trustee of CalTech.


Luis Viceira

Luis is a finance professor at Harvard Business School. His research focuses on how individuals and institutions can allocate their resources among different classes of assets to optimally hedge the risks they face. He has done work on dynamic asset-allocation strategies for long-term investors that take into consideration the changing nature of investment opportunities over the business cycle. He has also analyzed optimal asset-allocation strategies over the life cycle. Luis holds a Ph.D. in Economics from Harvard University.


George Chacko

George is a finance professor at Harvard Business School. His research interests include the study of portfolio choice by individuals and institutions, investment management, derivatives pricing and risk management. George holds a Ph.D. in Economics from Harvard University.


Randolph Cohen

Randy is a finance professor at Harvard Business School. His research interests include how individuals and institutions allocate their assets, and market microstructure, as well as the book-to-market effect in stock returns. Randy holds a Ph.D. in economics from the University of Chicago.