“Keith was an extremely highly motivated learner who bridged the gap from financial engineer to floor trader (the only one to have done so in my 20 years of trading experience). Attention to detail and precision aided Keith in becoming a successful trader. He remains one of the smartest coworkers I have ever had the pleasure of working with.”
Keith Black, PhD, CFA, CAIA, FDP, CDAA
Nashville Metropolitan Area
500+ connections
Nashville Metropolitan Area
500+ connections
About
Award-winning author and course designer skilled at making complex topics understandable…
Activity
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I am thrilled and honored to announce that I have been appointed to the role of Vice-Chancellor and Associate Dean for Academic Affairs at Penn State…
I am thrilled and honored to announce that I have been appointed to the role of Vice-Chancellor and Associate Dean for Academic Affairs at Penn State…
Liked by Keith Black, PhD, CFA, CAIA, FDP, CDAA
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This is really cool! Just got my ICAO English level 5
This is really cool! Just got my ICAO English level 5
Liked by Keith Black, PhD, CFA, CAIA, FDP, CDAA
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I promised a short wait. We are going to change the game Prometheum. Excited to continue working with everyone in new ways. Lets get to it. John…
I promised a short wait. We are going to change the game Prometheum. Excited to continue working with everyone in new ways. Lets get to it. John…
Liked by Keith Black, PhD, CFA, CAIA, FDP, CDAA
Experience
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Education
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Thesis: Essays in Hedge Fund and Volatility Risk Management.
The dissertation discusses the difficulties of mean-variance optimization for hedge funds with non-normal returns. Short volatility return profiles that exhibit negative skewness and excess kurtosis can become approximately normally distributed through the addition of VIX futures. When considering hedge fund replication strategies, investors need to consider a wide variety of beta exposures, including traditional and…Thesis: Essays in Hedge Fund and Volatility Risk Management.
The dissertation discusses the difficulties of mean-variance optimization for hedge funds with non-normal returns. Short volatility return profiles that exhibit negative skewness and excess kurtosis can become approximately normally distributed through the addition of VIX futures. When considering hedge fund replication strategies, investors need to consider a wide variety of beta exposures, including traditional and alternative/exotic betas, as well as measuring liquidity and leverage risks. Credit default swaps (CDS) are a statistically significant factor in explaining returns in a number of hedge fund strategies. -
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Licenses & Certifications
Volunteer Experience
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Board of Directors, Starlight's Youth Theatre
Amherst, MA
- Present 10 years 6 months
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Member, Board of Trustees
Pioneer Valley Performing Arts Charter Public School
- 4 years 4 months
Education
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Editorial Board
CFA Digest
- 6 years
Education
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Editorial Board
Global Commodities Applied Research Digest
- Present 7 years 10 months
Education
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Editorial Board
Journal of Investment Consulting
- Present 8 years 6 months
Education
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Editorial Board
Journal of Alternative Investments
- Present 10 years 6 months
Education
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Editorial Advisory Board
Real Assets Adviser
- 7 years
Education
Publications
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The Art and the Science of Manager Due Diligence and Alternative Investment Due Diligence: A Survey on Key Drivers for Manager Selection
Journal of Alternative Investments
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Cryptocurrencies and Digital Assets: Market Structure, Risks, and Opportunities
Investments and Wealth Monitor
See publicationAn overview of the cryptocurrency and decentralized finance markets
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CAIA Level II: Advanced Core Topics in Alternative Investments, Second edition
Wiley
See publicationThe second edition of the CAIA Level II textbook includes new coverage of endowments and foundations, pensions, farmland and timberland, unsmoothing returns and fundamental hedge funds. Core topics covered include hedge funds, real assets, commodities and private equity.
Honors & Awards
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MMI/Barron's Industry Awards - Best Thought Leadership and Education
MMI and Barron's
Member of the team building the CAIA/iCapital AltsEdge course. The ten hour video-based course teaches about alternative investments, real estate, private credit, private equity and hedge funds.
https://www.icapitalnetwork.com/altsedge/
https://www.mminst.org/mmi-news/mmi-and-barron%E2%80%99s-announce-winners-2021-industry-awards -
Alternative Investments Paper of the Year
Savvy Investor
Co-author of "Alternative Investments: A Primer for Investment Professionals" published by the Research Foundation of the CFA Institute. Download at https://www.cfainstitute.org/en/research/foundation/2018/alternative-investments-a-primer-for-investment-professionals
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Rising Stars of Hedge Funds
Institutional Investor
Recommendations received
3 people have recommended Keith
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I am thrilled and honored to announce that I have been invited to take on the role of President at Keiter, a true leader in the construction industry…
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