Koray Simsek has been appointed assistant professor of finance at Edhec, where he is responsible for teaching classes in financial modelling and quantitative methods in finance. He is also a member of the Edhec Risk and Asset Management Research Centre where he is co-head of the Asset Liability Management (ALM) programme.
Simsek’s specialist skills are in the area of decision making under uncertainty, with a particular focus on the theory and applications of stochastic programming in finance: equity and bond portfolio management, multi-stage financial planning, and asset liability management for pension plans and insurance companies. It is within this context that he also undertakes research on the benefits of alternative investments, such as hedge funds, in long-term portfolio management. He has co-authored numerous articles in these fields, notably a series of articles on ALM with John Mulvey of Princeton University.
Prior to joining Edhec, Simsek taught at Princeton University where he also obtained a PhD in Operations Research and Financial Engineering.