David Starer

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David Starer, Ph.D., has over twenty years of experience in quantitative equity research for institutional fund managers, which include positions at Jacobs Levy Equity Management, Delaware Investments, and Lend Lease Investment Management. He is also a patent agent, and has worked for intellectual property law firms such as Fish and Neave in New York, and F. B. Rice in Sydney Australia. In addition, he has taught electronics and signal processing at the University of Wollongong, Australia. Dr. Starer holds a Ph.D. in Electrical Engineering from Yale University.



Background and Early Life

Education

Doctor of Philosophy ,Yale University, New Haven, Connecticut, USA.

Electrical Engineering, 1990.

Master of Engineering (MEng), University of Pretoria/Universiteit van Pretoria, South Africa.

Microelectronics, 1982.

BSc, University of Cape Town.

Electrical Engineering, 1977 – 1980.

Career

Quantitative Management Associates LLC (QMA), Newark, NJ, USA.

Quant, June 2016 – Present

Stevens Institute of Technology, Hoboken, NJ, USA.

Professor of Financial Engineering, January 2011 – May 2016.

Jacobs Levy Equity Management, Florham Park, NJ

Quant, March 2004 – August 2011.

SEI, Oaks, PA, USA.

Quant, August 2003 – March 2004.

Delaware Investments,Philadelphia, PA, USA.

Quant, September 2001 – August 2003

Jacobs Levy Equity Management, Florham Park, NJ,USA.

Quant,September 1996 – September 2001.

Lend Lease Investment Management,Sydney, Australia.

Quant,1993 – August 1996.


Life at Stevens

Ph.D. Students

phd?

Master's Thesis Students

Not Available


Teaching

Not Available

Research

Research Interests

Portfolio theory and applications.
Numerical methods for finance.
Factor modeling.
Alpha modeling.
Information and gambling theory.
Low volatility and risk parity portfolios.


Active Research Project(s)

Any ongoing project?





Key Contributions

Contribute to....


Grants

Any grant....


References



David Starer
Industry Professor in the Financial Engineering Program at Stevens Institute of Technology
Email dstarer@stevens.edu
Phone 201-216-8047
Office Babbio 546