Philip Z. Maymin

Academic Appointment

Education

Editorial Boards

Research Field

Published and Forthcoming Academic Papers

1. Maymin, Allan; Maymin, Philip Z.; Shen, Eugene (2012), "How Much Trouble is Early Foul Trouble?", International Journal of Sport Finance, 7:4, forthcoming.
2. 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.
3. Maymin, Philip Z. (2012), "Music and the Market: Song and Stock Volatility," North American Journal of Economics and Finance, 23:1, 70-85.
4. Maymin, Philip Z. (2011), "Markets are Efficient If and Only If P=NP," Algorithmic Finance, 1:1, 1-11.
5. Maymin, Philip Z. (2011), "Self-Imposed Limits to Arbitrage," Journal of Applied Finance, 21:2, 88-105.
6. Maymin, Philip Z.; Fisher, Gregg S. (2011), "Past Performance is Indicative of Future Beliefs", Risk and Decision Analysis, 2:3, 145-150.
7. Maymin, Philip Z. (2011), "The Minimal Model of Financial Complexity," Quantitative Finance, 11:9, 1371-1378.
8. 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.
9. 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.
10. Maymin, Philip Z. (2011), "Metanoia and the Market", Advances in Behavioral Finance and Economics 1:1, Winter 2011, pp.27-42.
11. Maymin, Philip Z. (2009), "Regulation Simulation", European Journal of Finance and Banking Research 2:2, 1-12.
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.
13. Maymin, Philip Z. (2009), "Prospect Theory and Fat Tails," Risk and Decision Analysis 1:3, 187-195.

Published Academic Editorials

1. Maymin, Philip Z. (2011), "Behavioral Finance Has Come of Age", Risk and Decision Analysis, 2:3, 125.
2. Maymin, Philip Z. (2011), "Why Financial Regulation is Doomed to Fail", Library of Economics and Liberty, March 2011.

Published and Forthcoming Textbooks

1. Maymin, Philip Z., 2012, Financial Hacking, World Scientific Press, forthcoming.

Conference Proceedings and Book Chapters

1. 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,.
2. 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

1. Maymin, Philip Z.; Maymin, Zakhar G. (2011), "Any Regulation of Risk Increases Risk," Working Paper.
2. Maymin, Philip Z. (2011), "Schizophrenic Representative Investors," Working Paper.
3. Maymin, Allan; Maymin, Philip Z.; Shen, Eugene (2011), "The Five Factors of Optimal Free Throw Shooting," Working Paper.
4. Maymin, Allan; Maymin, Philip Z.; Shen, Eugene (2011), "NBA Chemistry: Positive and Negative Synergies in Basketball," Working Paper.
5. Maymin, Philip Z.; Maymin, Zakhar G.; Fisher, Gregg S. (2011), "Momentum's Hidden Sensitivity to the Starting Day," Working Paper.

Conference Presentations and Invited Talks

1. 2nd Annual Meeting of the Academy of Behavioral Finance and Economics, September 16, 2010
2. 3rd Annual Meeting of the Academy of Behavioral Finance and Economics, September 22, 2011
3. 5th Annual CARISMA Conference, February 2, 2010
4. 5th Annual MIT Sloan Sports Analytics Conference, March 5, 2011
5. 9th Annual Columbia-JAFEE Conference on Quantitative Finance, March 10, 2010
6. Columbia University Portfolio Management Seminar Program, May 26, 2011
7. Cornell Financial Engineering Manhattan, September 28, 2011
8. Gerstein Fisher, July 12, 2011
9. Gerstein Fisher, November 11, 2009
10. International Research Forum at the Hong Kong Polytechnic University and International Conference in Applied Statistics & Financial Mathematics, December 17, 2010
11. Kent State University, September 24, 2010
12. NYU-Poly Alumni Day, May 16, 2010
13. NYU-Poly Alumni Day, May 22, 2011
14. NYU Stern IOMS-IS Research Seminar, February 10, 2011
15. Oliver Wyman, November 19, 2010
16. Society of Actuaries, October 18, 2011
17. Southern Economic Association, November 19, 2011
18. Stanford University Workshop on Capitalism's Crises, October 14, 2010
19. TEDxNSIT, "The Nature of Genius", March 30, 2010

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

• 2010-present, founding managing editor of Algorithmic Finance.
• 2010, Discussant, 2nd Annual Meeting of the Academy of Behavioral Finance & Economics.
• 2011, Session Chair, 3rd Annual Meeting of the Academy of Behavioral Finance & Economics.
• 2010, Member, Core Faculty Group, Academy of Behavioral Finance & Economics.
• 2009-2011, Ad hoc refereeing:
  • Risk and Decision Analysis
  • Journal of Economics and Business
  • Applied Stochastic Models in Business and Industry
  • Quantitative Finance
  • Complex Systems
  • Computational 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).
• PhD committee chair for Jason Yarmish (NYU-Poly, Mathematics, current).
• Judge for student essay competition.
• Supervised ten students for capstone projects.
• Advisor for student trading competition (2010, 2011).
• Advisor for multiple teams in inaugural IAFE competition.

Media and Press

1. American Banker
2. AOL Daily Finance
3. Basketball Prospectus
4. Basketball Prospectus (2012)
5. BBC Radio Ulster
6. Belgian business and economics newspaper De Tijd
7. Bloomberg
8. Boston Globe
9. CBS MoneyWatch
10. CBS Sports
11. CJAD
12. CNBC
13. ESPN TrueHoop
14. ESPN TrueHoop (2011)
15. ESPN TrueHoop (2012)
16. ESPN TV
17. Fairfield County Weekly
18. Financial Times
19. Financial Times Deutschland
20. Forbes Magazine
21. Forbes Online (2010)
22. Forbes Online (2011)
23. German-language Swiss daily Tages-Anzeiger
24. Globe and Mail
25. Guardian (UK)
26. Laptop Rockers
27. LewRockwell.com
28. Library of Economics and Liberty
29. Newsweek Poland
30. New York Post
31. New York Times
32. NPR's All Things Considered
33. NPR's Here and Now
34. NYU-Poly website
35. Sirius/XM
36. SmartMoney.com
37. Studio 360
38. The Atlantic
39. The Rachel Maddow Show on MSNBC
40. The Takeaway on WNYC
41. USA Today
42. WABC
43. Washington Square News
44. Whitebox Selected Research

Blogs and Other Web Discussions

1. Abnormal Returns
2. ActiveRain
3. AdvisorOne (1 comment)
4. Andart
5. APBRmetrics
6. APBRmetrics (35 comments)
7. Barry Ritholtz (8 comments)
8. Baylor Fans (3 comments)
9. Bogleheads (24 comments)
10. CXO Advisory
11. Discourse.net (8 comments)
12. Falkenblog (1 comment)
13. Fighting Illini Basketball (12 comments)
14. Maniagnosis
15. Marginal Revolution (1 comment)
16. Marginal Revolution (2010) (22 comments)
17. Marginal Revolution (2011) (14 comments)
18. Marginal Revolution(5 comments)
19. Modeled Behavior (1 comment)
20. Paul Kedrosky
21. Portfolio Wizards
22. Reddit Compsci (2011) (157 comments)
23. Reddit Economics (2010) (106 comments)
24. Reddit Economics (2010) (26 comments)
25. Reddit Economics (2011) (41 comments)
26. Reddit Main Site (8 comments)
27. Reddit Math (2010) (11 comments)
28. Reddit Math (2011) (16 comments)
29. Reddit Programming (2010) (23 comments)
30. Truepoint Investor
31. YCombinator Hacker News (15 comments)
32. YCombinator Hacker News (2010) (58 comments)
33. YCombinator Hacker News (2011) (83 comments)

Social Science Research Network (SSRN) Top Ten Download Lists

1. Banking & Financial Institutions eJournal
2. Banking & Financial Institutions Journals
3. Behavioral & Experimental Finance
4. Behavioral & Experimental Finance (Editor's Choice) eJournal
5. Behavioral & Experimental Finance eJournal
6. Capital Markets eJournal
7. Capital Markets Journals
8. Capital Markets: Market Efficiency eJournal
9. CGN: Financial/Investment Practice (Topic)
10. CGN: Gatekeepers (Topic)
11. CGN: Risk Management, Including Hedging and Derivatives (Topic)
12. Cognition and the Arts eJournal
13. Corporate Governance: Disclosure, Internal Control, and Risk-Management eJournal
14. Corporate Governance Practice Series eJournal
15. CSN: Genre and Media (Topic)
16. CSN: Music (Sub-Topic)
17. CSN: Subject Matter eJournals
18. Decision Analysis eJournal
19. Decision Making, Organizational Behavior & Performance eJournal
20. Econometrics: Applied Econometric Modeling in Microeconomics eJournal
21. Econometrics: Mathematical Methods & Programming eJournal
22. Econometrics: Single Equation Models eJournal
23. Economics Research Network
24. Environmental Economics eJournal
25. Environmental Justice and Sustainability eJournal
26. ERN: Behavioral Finance (Topic)
27. ERN: Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization (Topic)
28. ERN: Criteria for Decision-Making under Risk & Uncertainty (Topic)
29. ERN: Econometric Modeling in Financial Economics (Topic)
30. ERN: Optimization Techniques; Programming Models; Dynamic Analysis (Topic)
31. ERN: Other Microeconomics: Decision-Making under Risk & Uncertainty (Topic)
32. ERN: Other Political Economy: National, State and Local Government; Intergovernmental Relations (Topic)
33. ERN: Regulation (European) (Topic)
34. ERN: Regulation (IO) (Topic)
35. ERN: Speculation in Economic Markets (Topic)
36. ERN: Sports Economics (Topic)
37. ERN: Structure, Scope, and Performance of Government (Topic)
38. ERN Subject Matter eJournals
39. ERN: Team Theory (Topic)
40. ERN: Time-Series Models (Single) (Topic)
41. ERN: Uncertainty and Risk Modeling (Topic)
42. ESMST: Survey Methods (Topic)
43. FEN: Behavioral Finance (Topic)
44. FEN Risk Journals
45. FEN Subject Matter eJournals
46. Financial Economics Network
47. Financial Engineering
48. Financial Engineering eJournal
49. Household Finance eJournal
50. Information Systems and eBusiness Network
51. Information Systems and Economics eJournal
52. Information Systems: Behavioral & Social Methods eJournal
53. IO: Regulation, Antitrust and Privatization eJournal
54. IPE: International Finance and Investment (Topic)
55. ISN Subject Matter eJournals
56. Labor eJournals
57. Labor: Human Capital eJournal
58. Labor: Personnel Economics eJournal
59. Management Research Network
60. Microeconomics: Decision-Making under Risk and Uncertainty eJournal
61. Microeconomics: Decision-Making under Risk & Uncertainty eJournal
62. Microeconomics: General Equilibrium and Disequilibrium Models of Financial Markets eJournal
63. Microeconomic Theory eJournals
64. MMFP: Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization (Topic)
65. MRN Operations Research Network
66. MRN Organizational Behavior Research Network
67. Mutual Funds, Hedge Funds, and Investment Industry eJournal
68. OPER: Single Decision Maker (Topic)
69. OPER Subject Matter eJournal
70. Organizations & Markets eJournals
71. Organizations & Markets: Personnel Management eJournal
72. ORG: Groups & Teams (Topic)
73. ORG Subject Matter eJournals
74. Pension Risk Management eJournal
75. Political Economy: Development eJournal
76. Political Economy: Structure and Scope of Government eJournal
77. Political Methods Journals
78. Political Methods: Quantitative Methods eJournal
79. PSN: Econometrics, Polimetrics, and Statistics (Topic)
80. PSN: Environment (Topic)
81. QM: Econometrics, Polimetrics, and Statistics (Topic)
82. Regulation of Financial Institutions eJournal
83. Risk Management eJournal
84. Risk, Regulation, and Policy eJournal

Mass Market Articles Authored or Co-Authored

1. American Banker (with Zakhar G. Maymin)
2. Connecticut Post
3. Evergreen Freedom Foundation
4. Fairfield County Weekly (~135 articles)
5. Forbes Magazine (with Gregg S. Fisher)
6. Greenwich Post
7. Hartford Advocate (~75 articles)
8. Hartford Business Journal
9. Heartland Budget & Tax News
10. LewRockwell.com (13 articles)
11. New Haven Advocate (~75 articles)
12. New York Post
13. The Journal Inquirer
14. The Libery Voice
15. Valley Advocate
16. Waterbury Republican-American

Mass Market Books Authored

1. Yankee Wake Up
2. Free Your Inner Yankee
3. Yankee Go Home
4. NBA Mysticism

Other Awards and Credentials

• 1992 Massachusetts Class Chess Championships, first place in my section
• 1995 Finalist for the Loebner prize in Artificial Intelligence
• 2005-2011 Justice of the Peace in Greenwich, CT
• 2007 Basketball General Manager and Scouting Certificate
• 2007 Excellence in Journalism Award - Radio Investigative
• 2008 Continental Chess Open, third place in my section
• 2010 Attorney-at-law admitted to practice in California
• 2010 Finalist for the Bastiat Prize in Online Journalism