Aşty Al-Jaaf

I work as a quantitative portfolio manager at Deka Investment and manage portfolios using multi-asset and option-based strategies.  I'm also a Ph.D. candidate at the Technical University of Darmsatadt and have been a visiting Ph.D. student/scholar at the New York University (host and research partner: Professor Peter Carr).

My research interests include risk premia, quantitative finance, derivatives, volatility, option-implied information, financial econometrics, machine learning and portfolio optimization.

I'm a member of the American Finance Association, a researcher at Deka's institute for capital market research (IQAM Research), and a referee for academic journals.

Beforee joining Deka Investment, I studied and obtained a degree in Finance & Information Management from the Goethe University (M.Sc.) and in International Finance from the Frankfurt University of Applied Sciences (B.Sc.) and gained first working experience as an intern as well as an student employee at Allianz Global Investors in the multi-asset portfolio management department and the global economics department.

E-mail: asty.aljaaf [at] gmail.com


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