Jeffrey L. Skelton is an inveterate tinkerer. As a boy, he wanted to be a scientist and was constantly experimenting. He survived several close encounters with the household electrical supply system in the course of his explorations and his interest in explosives thankfully resulted in no harm to the family home. That love of ways to blow things up led to a tour of duty as an U.S. Army ordnance lieutenant after college. But the early fascination with science was supplanted by a deepening curiosity about finance, and Mr. Skelton went on to earn an MBA and a Ph.D. in economics and finance from the University of Chicago.
Inspired by his studies under world-famous finance professors like Eugene Fama, Merton Miller and Myron Scholes, Mr. Skelton pursued an academic career at University of California - Berkeley. A call in 1984 from Frederick L.A. Grauer, then chairman and chief executive officer of San Francisco-based Wells Fargo Investment Advisors, persuaded Mr. Skelton to move over to money management. Mr. Skelton rose through the ranks at the quantitative shop to become chief executive of the firm's London office.
In February 1994, he joined Barra Inc., San Francisco, as president of Barra Ventures; he had worked part-time for the risk analytics software company when he was teaching at UC-Berkeley. Mr. Skelton persuaded Barra to spin out its equity management business in June 1994 to create Symphony Asset Management LLC; he is the firm's founding principal...
Christine Williamson talks to Jeffrey Skelton at Pensions&Investments.
Hedge Fund Focus
FiNTAG
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Carol Alexander |
Market Risk Analysis: Modelling Financial Instruments, Volume 3 Five very long chapters on the pricing, hedging and trading of bonds and swaps, futures and forwards, options and volatility as well detailed descriptions of mapping portfolios of these financial instruments to their risk factors. ISBN: 9780470997895 |
