| Fall 2007 UMASS
Amherst Operations Research / Management Science Seminar Series Joint Management Science/Finance Seminar |
Date: Friday, November 2, 2007 Time: 1:30 PM Location: Isenberg School of Management, Room 210 |
| Speaker: Dr. Joanne Hill Goldman Sachs |
| Biography: Dr. Joanne Hill is a managing
director in the securities divisions advising institutional investors,
primarily pension funds and endowments, on investment, risk management
and equity product strategies. She joined Goldman Sachs in 1992 and
has held many roles including head of the Global Equity Derivatives
Strategy group, which repeatedly gained the top ranking in client and
industry standards. Dr. Hill has spent over 20 years, including 14 at Goldman Sachs, at financial services firms in quantitative roles, assisting clients in investment product development, portfolio structuring and derivatives trading strategies. Prior to coming to Wall Street, she was on the finance faculty of the University of Massachusetts at Amherst and was a research analyst at the Federal Reserve Board. She has published extensively on quantitative investment topics as well as derivatives. Dr. Hill is a member of the Board and Research Committee for the “Q” Group and serves on the Editorial Board of the Financial Analysts Journal and the Journal of Indexing and on the Advisory Boards for the Standard & Poor’s and Frank Russell indexes. Dr. Hill earned a PhD and MBA in Finance and Quantitative Methods from Syracuse University, an MA in International Affairs from George Washington University and an undergraduate degree from American University. |
| TITLE: Investment Strategy Design
Meets Capital Markets - The Fit and Misfit of Operations Research |
| Abstract: |
| This series is organized by the
UMASS Amherst INFORMS Student Chapter. Support for this series is
provided by the Isenberg School of Management, the Department of
Finance and Operations Management, INFORMS, and the John F. Smith
Memorial Fund. For questions, please contact the INFORMS Student Chapter Speaker Series Coordinator, Ms. Trisha Woolley, twoolley@som.umass.edu or the Faculty Advisor, Professor Anna Nagurney |