Sanford J. Grossman
From Wikipedia, the free encyclopedia
Sanford J. Grossman (born July 21, 1953) is an American economist specializing in quantitative finance.
He earned his A.B. in 1973, his A.M. in 1974 and Ph.D. in 1975, all from the University of Chicago. He is currently the chairman of Quantitative Financial Strategies, Inc. and the Steinberg Trustee Professor of Finance Emeritus at the Wharton School of the University of Pennsylvania.
Quantitative Financial Strategies, based in Greenwich, Connecticut, is a hedge fund that uses financial investment models using his research in quantitative finance, particularly regarding foreign exchange markets. He won the 1987 John Bates Clark Medal. He also taught at the University of Chicago, Stanford, and Princeton. He was a public director of the Chicago Board of Trade from 1992 to 1996.
[edit] Publications
- Sanford J. Grossman and Joseph Stiglitz (1980). "On the Impossibility of Informationally Efficient Markets". American Economic Review 70 (3): 393–408.
- Sanford J. Grossman (1989). The Informational Role of Prices. The MIT Press. ISBN 0-262-07121-5.
