My name is Paul Borochin. I have taught graduate and undergraduate courses in portfolio and risk management, financial modeling, mathematics of financial derivatives, and investments. This channel is dedicated to exploring and teaching the techniques of quantitative finance.
My academic research draws on information from the public markets to provide quantitative insights on future equity and option performance, identify expected value effects of corporate events, and predict policy decisions. I also study the effects of institutional ownership and common ownership linkages between firms for different types of institutional owners defined by their investment styles. I am also interested in financial applications of machine learning. My research has been covered in posts by the CFA Institute's Enterprising Investor blog, the Harvard Law School Forum on Corporate Governance and Financial Regulation, and the Columbia Law School's Blue Sky blog on corporations and capital markets.
