Otto Van Hemert
Assistant Professor of Finance at Leonard N. Stern School of Business
Schools
- Leonard N. Stern School of Business
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Biography
Leonard N. Stern School of Business
Otto van Hemert is Director of Core Strategies and a member of Man AHL’s management and investment committees.
He was previously Head of Macro Research at Man AHL. Prior to joining Man AHL in 2015, Otto ran a systematic global macro fund at IMC for more than three years. Before that, he headed Fixed Income Arbitrage, Credit, and Volatility strategies at AQR, and was on the Finance Faculty at the New York University Stern School of Business, where he published papers in leading academic finance journals.
Otto holds a PhD in Economics and Masters Degrees in Mathematics and Economics.
Education:
PhD
Finance, University of Amsterdam, Netherlands, 2006
MPhil
Economics, Tinbergen Institute, Netherlands, 2003
MA
Economics, University of Amsterdam, Netherlands, 2000
MSc
Mathematics, Utrecht University, Netherlands, 1999
1st year diploma
Physics, Utrecht University, Netherlands, 1996
Research Interests:
- Mortgage Economics
- Term Structure of Interest Rates
- Computational Finance
- Portfolio Choice
- Real Estate Finance
Videos
Global Macro Round Table 2020
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