Greg Chen, Ph.D, Cfa Email & Phone Number

Nashville, Tn, Us

Atlanta, Ga, Us

- Collaboratively manage 100bn+ multi-asset solutions/fund-of-funds to serve retail and institutional clients globally.- Led the research of developing in-house capital market assumptions which cover more than 100 public/ 20 private assets - Conduct independent research to support strategic and tactical portfolio allocation, including asset allocation, portfolio optimization and factor based investing- Engaged in the team’s effort in building out a variety of risk control and derivative overlay strategies, including managed volatility, tail risk hedging with VIX and option based portfolio insurance- Hands-on experience in daily portfolio management and trading- Communicated capital market assumptions and investment methodologies to internal sales people and institutional clients- Conduct thought leadership white papers such as climate-aware capital market assumptions and active/passive investing

Atlanta, Ga, Us

Houston, Tx, Us

• Collected oil and gas firms hedging data from 10-K and 10-Q forms and calculated delta and other risk measures for each contract.• Merged the SDC/Platinum, CRSP, and Compustat databases to investigate the relation of IPO underpricing to firm-level information by panel regressions.• Coded programs for simulations and applied the Kalman filter to estimate the implied inventory from commodity futures prices based on a theoretical model.• Examined the explanatory power of aggregate mutual fund flows for the profitability of price-based and non-price-based anomalies in the cross-section of returns in a time-series analysis.• Applied a two-state Markov regime-switching model to define credit conditions and examined how momentum profits depend on the state of credit markets. • Developed an “optimal” momentum strategy across different assets that uses aggregate mutual flows obtained from the Investment Company Institute (ICI) in each asset class as indicators to choose the strategy’s portfolio weights.

Taipei City, Taipei City, Tw

• Researched the asymptotic property of sample quantile for future applications in the estimation of the VaR (Value at Risk) of Long Memory Stochastic Volatility Time Series. Coded programs for Monte Carlo simulations and compiled database of market data using MATLAB.

• Commanded unit with over 20 soldiers. Responsible for patrolling the coastal waters of Taiwan for illegal smuggling, and rescue operations for fishermen, etc.

Doctor Of Philosophy (Ph.D.), Finance, General

Master Of Business Administration (M.B.A.), Finance

Bachelor'S Degree, Industrial Management (Minor In Physics)