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Robert J. Frey, Research Professor
Applied Mathematics and Statistics
1-103 Math Tower Stony Brook, NY 11794-3600 |
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+1 631-473-6314 +1 631-473-6317 +1 631-513-3690
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Upon entering my sixth decade, I decided that it was appropriate to honor the venerable tradition of publishing an out-of-date photograph of myself. This is my 1968 elementary school graduation picture. |
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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 and then embarked, with some trepidation, 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. |
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Math for America is the brainchild of mathematician and investment banker, Jim Simons, who, together with other top mathematicians, investment bankers and educators, founded the organization in early 2004 with a mission to improve math education in our nation's public schools. Click on the MfA icon for more information. |
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