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EDUCATION:
Ph.D. Massachusetts Institute of Technology
A.B., University of California at Berkeley
Phone: 703-848-1858
Fax: 202-687-4031
Email Address:
lbc22@georgetown.edu
AREAS OF EXPERTISE:
Professor Chincarini specializes in portfolio management, quantitative equity management, and derivatives. His research interests include portfolio strategies, investment tax issues, and derivatives. He teaches Investments, Global Financial Markets, Special Topics in Investments (including hedge funds & private equity), and Derivatives.
PROFESSIONAL ACTIVITIES:
Professor Chincarini has just finished a new book on portfolio management that will be out in Summer 2006. He is also in the process of starting a hedge fund in the Washington DC area. He has over 10 years of experience in the financial industry. In 1999, he helped build FOLIOfn, an online investment firm specializing in personal accounts. As Director of Research, he managed over 120 portfolios, designed the asset allocation system and created a monthly newsletter for clients. His team built the system to quantitatively manage over 120 portfolios for clients.
In 2002, Ludwig joined Rydex Global Advisors, a mutual fund company, as Director of Research.
At Rydex, he co-developed the new S&P 500 Equal-Weight Index. This index forms the basis of
the Rydex S&P Equal Weight ETF that was launched on the American Stock Exchange (AMEX: RSP)
on April 30, 2003.
From 1995 to 1996, Ludwig was a Research Analyst for Schroders,
an asset man1agement company, where he developed models to help manage fixed income
portfolios and determine asset allocation. From 1996 to 1999, he worked at
the Bank for International Settlements (BIS), known commonly as
"the Central Bank of Central Banks". At the BIS, Ludwig was a Research Analyst for the
trading operations and the portfolio management
division. In addition, he managed a U.S. Treasury portfolio of
$200 Million in assets. Under his tenure, the annual return of the portfolio was
greater than peer portfolios at the company.
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