Thursday, September 14, 2017 at 02:00pm - 03:00pm
John B. Guerard, Jr., Ph.D, Director of Quantitative Research
John B. Guerard, Jr., Ph.D., is the Director of Quantitative Research at McKinley Capital Management, LLC, in Anchorage, Alaska. He earned his AB in Economics from Duke University, MA in Economics from the University of Virginia, MSIM from the Georgia Institute of Technology, and Ph.D. in Finance from the University of Texas, Austin. John taught at the McIntire School of Commerce, the University of Virginia, Lehigh University, and Rutgers University. John taught as an adjunct faculty member at the International University of Monaco, New York University, and the University of Pennsylvania. He worked with the DAIS Group at Drexel, Burnham, Lambert, Daiwa Securities Trust Company, Vantage Global Advisors, and served on the Virtual Research team at GlobeFlex Capital. John co-managed a Japanese equity portfolio with Harry Markowitz at Daiwa Securities Trust Company. While serving as Director of Quantitative Research at Vantage Global Advisors (formerly MPT Associates), Mr. Guerard was awarded the first Moskowitz Prize for research in socially responsible investing. Mr. Guerard has authored or co-authored several monographs, including Corporate Financial Policy and R&D Management (Wiley, 2006, second edition), Quantitative Corporate Finance (Springer, 2007, with Eli Schwartz), and Introduction to Financial Forecasting in Investment Analysis (Springer, 2013). John has edited Advances in Mathematical Programming and Financial Planning (JAI Press, 1987), The Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques (Springer, 2010), and Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor (Springer, 2017). John serves an Associate Editor of the Journal of Investing and The International Journal of Forecasting. Mr. Guerard has published research in The International Journal of Forecasting, Management Science, the Journal of Forecasting, Research in Finance, the IBM Journal of Research and Development, Journal of Investment Management, Journal of Investing, Research Policy, and the Journal of the Operational Research Society.