معرفی
Robert J. Frey is a Research Professor in the Department of Applied Mathematics and Statistics at Stony Brook University, affiliated with the College of Engineering and Applied Sciences. He holds a PhD from 1986 and has extensive industry experience, including roles at Morgan Stanley, Kepler Associates, and Renaissance Technologies (retiring as Managing Director in 2004). He currently chairs the advisory committee of the University of Chicago's Financial Mathematics program, co-owns a London-based investment bank, leads a construction company, and founded the hedge fund Frey Quantitative Strategies with $365M initial capital. His research focuses on risk management, portfolio optimization, and regime-switching models. He teaches AMS 512: Capital Markets & Portfolio Theory, emphasizing practical applications in quantitative finance. Contact: Math Tower 1-103, 631-473-6314, or via email.
