Chief Investment Officer at GuidedChoice, Inc.
Ganlin Xu, PhD, is the Chief Investment Officer at GuidedChoice, Inc. Dr. Xu has more than two decades of investment industry experience and currently serves as a Quantitative Research Consultant at McKinley Capital Management, LLC. He has worked on various theoretical and practical aspects of portfolio management and published papers in the SIAM Journal of Control and Optimizations and Annals of Applied Probability. He has also written numerous articles on domestic and global stock selection and the role of earnings forecasting in stock selection modeling. Dr. Xu was a co-recipient of the RIIA Practitioner Thought Leadership Award in 2012. He earned a BS in Mathematics from the University of Science and Technology of China and a PhD in Mathematics from Carnegie Mellon University.
By This Author
Portfolio and Investment Analysis with SAS®: Financial Modeling Techniques for Optimization
Portfolio and Investment Analysis with SAS®: Financial Modeling Techniques for Optimization is designed to show readers how use SAS to choose a statistically significant stock selection model, create Mean-Variance efficient portfolios, and be aggressive in investing to maximize the Geometric Mean. Based on the pioneering portfolio selection techniques of Harry Markowitz and others, this book shows how to maximizing the Geometric Mean maximizes the utility of final wealth to achieve the greatest level of terminal wealth in the shortest time possible.
- Jared Dean is the Chief Technology Officer of StepLeader.
- Rob Collum is a Principal Technical Architect in the Professional Services Division at SAS.
- Jim Blum is a Professor of Statistics at the University of North Carolina Wilmington where he has developed and taught original courses in SAS programming for the university for more than 15 years. These courses cover topics in SAS/BASE, SAS/SQL, SAS/STAT, and macro language.
- Jack Shostak, Associate Director of Statistics, manages a group of statistical programmers at the Duke Clinical Research Institute.