Philip Z Maymin
Assistant Professor
Department of Finance and Risk Engineering
- Phone: (718) 260-3175
- Email: pmaymin@duke.poly.edu
- Location: RH517C
- Website:
Education
University of Chicago, Class of 2007
Ph.D., Finance
Harvard University, Class of 1997
M.S., Applied Mathematics
Harvard University, Class of 1997
B.A., Computer Science
Courses Taught
- FRE6123 Financial Risk Management and Asset Pricing
- FRE6511 Derivatives Algorithms
- FRE6451 Behavioral Finance
Research Interests
- Algorithmic Finance
- Behavioral Finance
- Derivatives and Hedge Funds
- Agent-Based Modeling
Journal Articles
- Maymin, Philip Z.; Maymin, Zakhar G. (2011), "Constructing the Best Trading Strategy: A New General Framework," Journal of Investment Strategies, 1:1, pp.1-22.
- Maymin, Philip Z. (2011), "Music and the Market: Song and Stock Volatility," North American Journal of Economics and Finance, 23:1, 70-85.
- Maymin, Philip Z. (2011), "Markets are Efficient If and Only If P=NP," Algorithmic Finance, 1:1, 1-11.
- Maymin, Philip Z. (2011), "Self-Imposed Limits to Arbitrage," Journal of Applied Finance, 21:2, 88-105.
- Maymin, Philip Z.; Fisher, Gregg S. (2011), "Past Performance is Indicative of Future Beliefs", Risk and Decision Analysis, 2:3, 145-150.
- Maymin, Philip Z. (2011), "The Minimal Model of Financial Complexity," Quantitative Finance, 11:9, 1371-1378.
- Maymin, Philip Z.; Fisher, Gregg S. (2011), "Preventing Emotional Investing: An Added Value of an Investment Advisor," Journal of Wealth Management, 13:4, 34-43.
- Maymin, Philip Z.; Lim, Tai Wei (2012), "The Iron Fist vs. the Invisible Hand: Interventionism and libertarianism in environmental economic discourses", World Review of Entrepreneurship, Management and Sustainable Development 8:2, forthcoming.
- Maymin, Philip Z. (2011), "Metanoia and the Market", Advances in Behavioral Finance and Economics 1:1, Winter 2011, pp.27-42.
- Maymin, Philip Z. (2009), "Regulation Simulation", European Journal of Finance and Banking Research 2:2, 1-12.
- Maymin, Philip Z. (2009), "The Hazards of Propping Up: Bubbles and Chaos," The International Journal of Business and Finance Research 3:2, 83-93.
- Maymin, Philip Z. (2009), "Prospect Theory and Fat Tails," Risk and Decision Analysis 1:3, 187-195.
Biography
Dr. Philip Z. Maymin is Assistant Professor of Finance and Risk Engineering at NYU-Polytechnic Institute. He is also the founding managing editor of Algorithmic Finance.
He holds a Ph.D. in Finance from the University of Chicago, a Master's in Applied Mathematics from Harvard University, and a Bachelor's in Computer Science from Harvard University. He also holds a J.D. and is an attorney-at-law admitted to practice in California.
He has been a portfolio manager at Long-Term Capital Management, Ellington Management Group, and his own hedge fund, Maymin Capital Management.
He has also been a policy scholar for a free market think tank, a Justice of the Peace, a Congressional candidate, and a columnist for the Fairfield County Weekly and LewRockwell.com. He is also an award-winning journalist and the author of Yankee Wake Up, Free Your Inner Yankee, and Yankee Go Home. He was a finalist for the 2010 Bastiat Prize for Online Journalism.
His popular writings have been published in dozens of media outlets ranging from Forbes to the New York Post to American Banker to regional newspapers, and his research has been profiled in dozens more, including The New York Times, USA Today, Financial Times, Boston Globe, NPR, BBC, Guardian (UK), CNBC, Newsweek Poland, Financial Times Deutschland, and others.
His research on behavioral and algorithmic finance has appeared in Quantitative Finance, North American Journal of Economics and Finance, Journal of Wealth Management, Journal of Applied Finance, and Risk and Decision Analysis, among others, and his textbook Financial Hacking is due to be released by World Scientific in 2012.