讲座主题：Quantitative Investment in Currencies
主讲人：周忠全（Dr. Joe Zhou）
Joe ZHOU, Ph.D., Chief Investment Officer and Director. Dr. Zhou was a founding member of Ortus, sits on the Board of Directors and chairs the Investment Committee. Prior to Ortus, Dr. Zhou co-founded Divergence Capital Management LLC. From 1997 to 2001, Dr. Zhou was the Head of Research at Quantitative Financial Strategies, Inc. From 1996 to 1997 Dr. Zhou was Assistant Professor of Finance at Washington University in St. Louis. Dr. Zhou started his career as a proprietary trader, first at Lehman Brothers, and then at Bear Stearns, where he traded a wide variety of futures and options contracts from 1993 to 1996. Dr. Zhou received his B.S. in Mathematics from Wuhan University (Wuhan, China) in 1983 and two degrees from the Wharton School of the University of Pennsylvania: a M.A. in Statistics and a Ph.D. in Finance in 1993.
● Zhou, Joe, Shang, James. “Drawdown Control with a Risk Floor.” The Journal of Alternative Investments, Vol. 17, No. 4 (2015), pp. 79-94.
● Zhou, Zhongquan. “An Equilibrium Analysis of Hedging with Liquidity Constraints, Speculation, and Government Price Subsidy in a Commodity Market.” The Journal of Finance, Vol. LIII, No. 5 (1998), pp. 1705-1736.
● Grossman, Sanford J., Zhou, Zhongquan. “Equilibrium Analysis of Portfolio Insurance.” The Journal of Finance, Vol. LI, No. 4(1996), pp. 1379-1403.
● Grossman, Sanford J., Zhou, Zhongquan. “Optimal Investment Strategies for Controlling Drawdowns.” Mathematical Finance, Vol. 3, No. 3 (1993), pp. 241-276.