2008-present, NYU-Polytechnic Institute, Assistant Professor of Finance and Risk Engineering
Education
2007, Ph.D. in Finance from University of Chicago Booth School of Business
1997, M.S. in Applied Mathematics from Harvard University
1997, B.A. in Computer Science from Harvard University
Editorial Boards
2010-present, Founding Managing Editor, Algorithmic Finance
2011, Co-editor of special issue on behavioral finance, Risk and Decision Analysis 2:3
2013, Co-editor of special issue of Journal of Behavioral Finance & Economics
2014-present, Founding Co-Editor-in-Chief, Journal of Sports Analytics
Research Field
Algorithmic finance
Published and Forthcoming Academic Papers
Maymin, Philip Z.; Maymin, Zakhar G. (2013), "Maimonides Risk Parity," Quantitative Finance Letters1:1, 55-59.
Fisher, Gregg S.; Maymin, Philip Z.; Maymin, Zakhar G. (2014), "Mutual Fund Outperformance and Growth," Journal of Investment Management12:2, 8-13.
Fisher, Gregg S.; Maymin, Philip Z.; Maymin, Zakhar G. (2014), "Risk Parity Optimality," Journal of Portfolio Management forthcoming.
Maymin, Philip Z. (2014), "A New Algorithmic Approach to Entangled Political Economy: Insights from the Simplest Models of Complexity," Advances in Austrian Economics forthcoming.
Maymin, Philip Z.; Maymin, Zakhar G.; Fisher, Gregg S. (2014), "Momentum's Hidden Sensitivity to the Starting Day," Journal of Investing23:2, 114-123.
Maymin, Philip Z. (2013), "Schizophrenic Representative Investors," Complex Systems22:1, 61-73.
Maymin, Allan; Maymin, Philip Z.; Shen, Eugene (2013), "NBA Chemistry: Positive and Negative Synergies in Basketball," International Journal of Computer Science in Sport12:2, 4-23.
Maymin, Allan; Maymin, Philip Z.; Shen, Eugene (2012), "Individual Factors of Successful Free Throw Shooting," Journal of Quantitative Analysis in Sports8:3, doi:10.1515/1559-0410.1414.
Maymin, Philip Z.; Maymin, Zakhar G. (2012), "Any Regulation of Risk Increases Risk," Financial Markets and Portfolio Management26:3, 299-313.
Maymin, Allan; Maymin, Philip Z.; Shen, Eugene (2012), "How Much Trouble is Early Foul Trouble?", International Journal of Sport Finance7:4, 324-339.
Maymin, Philip Z.; Maymin, Zakhar G. (2011), "Constructing the Best Trading Strategy: A New General Framework," Journal of Investment Strategies1:1, 1-22.
Maymin, Philip Z. (2012), "Music and the Market: Song and Stock Volatility," North American Journal of Economics and Finance23:1, 70-85.
Maymin, Philip Z. (2011), "Markets are Efficient If and Only If P=NP," Algorithmic Finance1:1, 1-11.
Maymin, Philip Z. (2011), "Self-Imposed Limits to Arbitrage," Journal of Applied Finance21:2, 88-105.
Maymin, Philip Z.; Fisher, Gregg S. (2011), "Past Performance is Indicative of Future Beliefs", Risk and Decision Analysis2:3, 145-150.
Maymin, Philip Z. (2011), "The Minimal Model of Financial Complexity," Quantitative Finance11:9, 1371-1378.
Maymin, Philip Z.; Fisher, Gregg S. (2011), "Preventing Emotional Investing: An Added Value of an Investment Advisor," Journal of Wealth Management13:4, 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 Development8:3, 358-374.
Maymin, Philip Z. (2011), "Metanoia and the Market", Journal of Behavioral Finance & Economics1:1, Winter 2011, pp.27-42.
Maymin, Philip Z. (2009), "Regulation Simulation", European Journal of Finance and Banking Research2:2, 1-12.
Maymin, Philip Z. (2009), "The Hazards of Propping Up: Bubbles and Chaos," The International Journal of Business and Finance Research3:2, 83-93.
Maymin, Philip Z. (2009), "Prospect Theory and Fat Tails," Risk and Decision Analysis1:3, 187-195.
Published Academic Editorials
Maymin, Philip Z. (2011), "Behavioral Finance Has Come of Age", Risk and Decision Analysis2:3, 125.
Maymin, Philip Z. (2011), "Why Financial Regulation is Doomed to Fail", Library of Economics and Liberty, March 2011.
Published Textbooks
Maymin, Philip Z. (2012), Financial Hacking, World Scientific Press, ISBN-13: 978-9814322553.
Conference Proceedings and Book Chapters
Maymin, Allan; Maymin, Philip Z.; Shen, Eugene (2012), "NBA Chemistry: Positive and Negative Synergies in Basketball," Proceedings of the 6th Annual MIT Sloan Sports Analytics Conference.
Maymin, Philip Z. (2013), "A New Kind of Finance," in Irreducibility and Computational Equivalence: 10 Years After Wolfram's A New Kind of Science, Hector Zenil, ed., Springer Verlag.
Maymin, Allan; Maymin, Philip Z.; Shen, Eugene (2011), "How Much Trouble is Early Foul Trouble?", Proceedings of the 5th Annual MIT Sloan Sports Analytics Conference.
Maymin, Philip Z. (2013), "Acceleration in the NBA: Towards an Algorithmic Taxonomy of Basketball Plays," Proceedings of the 7th Annual MIT Sloan Sports Analytics Conference.
Maymin, Philip Z. (2003), "Programming Complex Systems," in Yaneer Bar-Yam (Ed.), Unifying Themes in Complex Systems, Vol. I, Proceedings of the First International Conference on Complex Systems (1997), Chapter 32, pp. 325-341, Colorado: Westview Press.
Working Papers
Maymin, Philip Z. (2014), "Profiting from Machine Learning in the NBA Draft," Working Paper.
Maymin, Philip Z. (2013), "Acceleration in the NBA: Towards an Algorithmic Taxonomy of Basketball Plays," Working Paper.
Conference Presentations and Invited Talks
2013 Social Mood Conference, April 13, 2013
2nd Annual Meeting of the Academy of Behavioral Finance and Economics, September 16, 2010
3rd Annual Meeting of the Academy of Behavioral Finance and Economics, September 22, 2011
3rd Biennial Workshop on Austrian Economics at the Wirth Institute for Austrian and Central European Studies, University of Alberta.
5th Annual CARISMA Conference, February 2, 2010
5th Annual MIT Sloan Sports Analytics Conference, March 5, 2011
6th Annual MIT Sloan Sports Analytics Conference, March 2-3, 2012
7th Annual MIT Sloan Sports Analytics Conference, March 1-2, 2013
9th Annual Columbia-JAFEE Conference on Quantitative Finance, March 10, 2010
Columbia University Portfolio Management Seminar Program, June 7, 2013
Columbia University Portfolio Management Seminar Program, May 23, 2012
Columbia University Portfolio Management Seminar Program, May 26, 2011
Cornell Financial Engineering Manhattan, September 28, 2011
Gerstein Fisher, July 12, 2011
Gerstein Fisher, November 11, 2009
Grantland
IAFE/Thalesians Seminar Series, October 8, 2012
International Research Forum at the Hong Kong Polytechnic University and International Conference in Applied Statistics & Financial Mathematics, December 17, 2010
Kent State University, September 24, 2010
NYU-Poly Alumni Day, May 16, 2010
NYU-Poly Alumni Day, May 22, 2011
NYU Stern IOMS-IS Research Seminar, February 10, 2011
Oliver Wyman, November 19, 2010
PRMIA Panel on Risk, Regulation, and Reality, February 19, 2014
Raising the Bar, April 29, 2014
Society of Actuaries, October 18, 2011
Southern Economic Association, November 19, 2011
Stanford University Workshop on Capitalism's Crises, October 14, 2010
TEDxNSIT, "The Nature of Genius", March 30, 2010
The Innovation Enterprise Sports Analytics Summit, September 10-11, 2014
Graduate Teaching Experience
Financial Risk Management and Asset Pricing FRE6123
Behavioral Finance, Trading and Investment Strategy FRE6451
Derivatives Algorithms FRE6511
Intermediate Derivatives Valuations and Applications FRE6513
Special Topics Course on Hedge Funds: Strategies and Risks FRE7831
Professional Service
2012, Conference Co-Chair, 4th Annual Meeting of the Academy of Behavioral Finance & Economics.
2011, Session Chair, 3rd Annual Meeting of the Academy of Behavioral Finance & Economics.
2010-present, founding managing editor of Algorithmic Finance.
2010, Discussant, 2nd Annual Meeting of the Academy of Behavioral Finance & Economics.
2010, Member, Core Faculty Group, Academy of Behavioral Finance & Economics.
2009-2011, Ad hoc refereeing:
Journal of the American Statistical Association
Risk and Decision Analysis
Journal of Economics and Business
Applied Stochastic Models in Business and Industry
Quantitative Finance
Complex Systems
Computational Economics
Journal of Cultural Economics
World Scientific Press (numerous book proposals)
University Service
Academic spaces subcommittee.
Participated in convocation.
Presentation to alumni about behavioral finance.
Presentation to alumni about systemic risk.
Faculty search committee.
Faculty promotion committee.
Departmental Service
Track Coordinator of the Technology and Algorithmic Finance track, 2010-present. Proposed new track to replace earlier technology track. Approved by vote of faculty on November 3, 2010.
Coordinator for Morton L. Topfer Lecture Series.
Coordinator of NYU-Poly FRE Research Paper Series on SSRN.
Assisted with editing departmental newsletter, video editing and interviews of NYU-Poly Provost and President, departmental internet presence, and marketing and publicity.
Student Advising
PhD committee member for Mirela Ivan (NYU-Poly, Mathematics, 2010).
Judge for student essay competition.
Supervised ten students for capstone projects.
Advisor for student trading competition (2010, 2011, 2012).
Advisor for multiple teams in inaugural IAFE competition.
Media and Press
American Banker (2010)
AOL Daily Finance
Basketball Prospectus
Basketball Prospectus (2012)
BBC Radio Ulster
Belgian business and economics newspaper De Tijd
Bloomberg
Boston Globe
CBS MoneyWatch
CBS Sports
CJAD
CNBC
Deadspin
Elliott Wave International
ESPN
ESPN TrueHoop
ESPN TrueHoop (2011)
ESPN TrueHoop (2012)
ESPN TV
Fairfield County Weekly
Financial Times
Financial Times Deutschland
Forbes Magazine
Forbes Online (2010)
Forbes Online (2011)
Fox News
German-language Swiss daily Tages-Anzeiger
Globe and Mail
Grantland
Guardian (UK)
InvestmentNews
Laptop Rockers
LewRockwell.com
Library of Economics and Liberty
MarketWatch
Medium
Newsweek Poland
New York Post
New York Times
NPR's All Things Considered
NPR's Here and Now
NYU News
NYU-Poly website
NYU Press Room
SAP
Sina Sports
Sirius/XM
Slate
SmartMoney.com
Sports Illustrated
Studio 360
The Atlantic
The Rachel Maddow Show on MSNBC
The Takeaway on WNYC
The Wages of Wins Journal
USA Today
WABC
Wall St. Cheat Sheet
Washington Square News
Whitebox Selected Research
Yahoo! Sports
Blogs and Other Web Discussions
Abnormal Returns
ActiveRain
AdvisorOne (1 comment)
Andart
APBRmetrics
APBRmetrics (35 comments)
Barry Ritholtz (8 comments)
Baylor Fans (3 comments)
Bogleheads (24 comments)
CXO Advisory
Discourse.net (8 comments)
Falkenblog (1 comment)
Fighting Illini Basketball (12 comments)
Hornets247
Maniagnosis
Marginal Revolution (1 comment)
Marginal Revolution (2010) (22 comments)
Marginal Revolution (2011) (14 comments)
Marginal Revolution (31 comments)
Marginal Revolution (5 comments)
Mind Your Decisions
Modeled Behavior (1 comment)
Paul Kedrosky
Portfolio Wizards
Reddit Compsci (2011) (157 comments)
Reddit Compsci (2013) (76 comments)
Reddit Economics (2010) (106 comments)
Reddit Economics (2010) (26 comments)
Reddit Economics (2011) (41 comments)
Reddit Main Site (8 comments)
Reddit Math (2010) (11 comments)
Reddit Math (2011) (16 comments)
Reddit Programming (2010) (23 comments)
Sports Analytics Blog
Truepoint Investor
Wages of Wins (8 comments)
YCombinator Hacker News (15 comments)
YCombinator Hacker News (2010) (58 comments)
YCombinator Hacker News (2011) (83 comments)
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