Robert J. Frey

               

Robert J. Frey, Research Professor

Founder & Director Emeritus,
Program in  Quantitative Finance

  

Applied Mathematics and Statistics
College of Engineering and Applied Sciences

    

Stony Brook University

Stony Brook, NY 11794-3600

 


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+1 631-513-3690

    

Robert.Frey@StonyBrook.edu

Proud graduate of

Saint Saviour's Elementary School

Brooklyn, NY, 1968

    


After 25 years as an applied mathematician in industry, the last 15 years spent in quantitative finance as a managing director with a well known hedge fund, I retired in 2004 and embarked on an academic career. My focus is on risk management, modeling the process of managing complex and dynamic portfolios, particularly those that naturally arise in so-called alternative investment strategies. This interest has found its expression in two areas of research: characterizing those interactions via regime-switching models and developing policies for risk control and capital structure management through micro-simulations.

    

Students are invited to follow me on Twitter (@financequant).

    


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  • 30-Aug-2023 - First day of Fall 2023 AMS-511 classes.

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