Harris & Harris Group Professor
Director, MIT Laboratory for Financial Engineering
(LFE)
| Mailing Address: |
MIT Sloan School of Management 100 Main Street, E62-618 Cambridge, MA 02142-1347 |
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| Assistant: | Jayna Cummings | |
| Contact: | (617) 258-5727 |
| RECENT PUBLICATIONS AND WORKING PAPERS: |
 The Origin of Behavior
[abstract ] [download pdf (569Kb) ] |
| The National Transportation Safety Board: A Model for Systemic Risk Management
[abstract ] [download pdf (654Kb) ] |
| Is It Real, or Is It Randomized?: A Financial Turing Test
[abstract ] [download pdf (167Kb) ] [play videogame ] |
| Measuring Systemic Risk in the Finance and Insurance Sectors
[abstract ] [download pdf (1.0Mb) ] [movie (14.5Mb) ] |
| Consumer Credit Risk Models via Machine-Learning Algorithms
[abstract ] [download pdf (6.7Mb) ] |
| Systemic Risk and the Refinancing Ratchet Effect
[abstract ] [download pdf (1.4Mb) ] |
| Illiquidity Premia In Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, And U.S. Equity Portfolios
[abstract ] [download pdf (377Kb) ] |
| Congressional Testimony: The Feasibility of Systemic Risk Measurement
[abstract ] [download pdf (193Kb) ] |
| Congressional Testimony: Hedge Funds, Systemic Risk, and the Financial Crisis of 2007-2008
[abstract ] [download pdf (310Kb) ] |
| OTHER AFFILIATIONS: |
| Chairman, Chief Investment Strategist, AlphaSimplex Group, LLC
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| Consultant, Office of Financial Research
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| Research Associate, National Bureau of Economic Research
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| Member, NY Fed Financial Advisory Roundtable
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| Member, FINRA Economic Advisory Committee
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| Member, Moody's Academic Advisory and Research Committee
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| Member, Board of Overseers, Beth Israel Deaconess Medical Center
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