I was born in Seattle, Washington in 1956. I was a quant nerd and computer geek before anyone (including me) knew what those things were. On Wall Street I worked as a portfolio manager, trader, head of quantitative research and head of mortgage securities for various firms. But the crash of ...more

I was born in Seattle, Washington in 1956. I was a quant nerd and computer geek before anyone (including me) knew what those things were. On Wall Street I worked as a portfolio manager, trader, head of quantitative research and head of mortgage securities for various firms. But the crash of 1987 convinced me that the really important area was risk management. For the next 30 years I would work as a risk manager for major financial institutions, with a few times out to be a finance professor and found an Internet activist public mutual fund and some other stuff. I wrote some books and articles, and won some awards, and made (and lost) some money. Now, having turned 60, I've decided to simplify my life. I'm leaving full-time employment to be a professor and to write and think. I'm planning to put some of the results of that writing and thinking on this website. I hope you enjoy and profit from it.less