Philip MayminAssociate Professor
Economics & Finance, Information Systems

Mandeville Hall, Office 217B
(203) 576-2027

Ph.D., Finance, University of Chicago, 2007
M.S., Applied Mathematics, Harvard University, 1997
B.S., Computer Science, Harvard University, 1997
J.D., Northwestern California University School of Law, 2010
Attorney-at-law admitted to practice in California, 2010
State Bar of California #272798

Dr. Philip Z. Maymin is Associate Professor of Analytics and Finance at the University of Bridgeport Trefz School of Business. He is also the founding managing editor of Algorithmic Finance and the co-founder and co-editor-in-chief of the Journal of Sports Analytics. He has also been an analytics consultant with several NBA teams and is the Chief Analytics Officer for Vantage Sports.

He has been a portfolio manager at Long-Term Capital Management, Ellington Management Group, and his own hedge fund, Maymin Capital Management.

He has also been a policy scholar for a free market think tank, a Justice of the Peace, a Congressional candidate, an Assistant Professor of Finance and Risk Engineering at the NYU School of Engineering, and a columnist for American Banker, the Fairfield County Weekly and

TCMG521/ITKM505 Information Technology and Knowledge Management
FIN545 Financial Derivatives and Risk Management
FIN505 Finance
ITKM560 Foundations in Advanced Business Analytics

Algorithmic Finance
Sports analytics
Risk management
Asset allocation
Portfolio management
Machine learning
Dr. Maymin’s popular writings have been published in dozens of media outlets ranging from Bloomberg to Forbes to the New York Post to American Banker to regional newspapers, and his research has been profiled in dozens more, including The New York Times, Wall Street Journal, USA Today, Financial Times, Boston Globe, NPR, BBC, Guardian (UK), CNBC, Newsweek Poland, Financial Times Deutschland, and others.

His research on behavioral and algorithmic finance has appeared in Quantitative Finance, North American Journal of Economics and Finance, Journal of Portfolio Management, Journal of Wealth Management, Journal of Applied Finance, and Financial Markets and Portfolio Management, among others, and his textbook Financial Hacking was recently published by World Scientific. His research on sports analytics has appeared in Journal of Quantitative Analysis in Sports, International Journal of Computer Science in Sport, and International Journal of Sport Finance, among others, and he has been a finalist several times at the Sloan Sports Analytics Conference.

A more detailed list is below.

Published Academic Papers

  1. Maymin, Philip Z.; Maymin, Zakhar G. (2013), “Maimonides Risk Parity,” Quantitative Finance Letters 1:1, 55-59.
  2. Fisher, Gregg S.; Maymin, Philip Z.; Maymin, Zakhar G. (2014), “Mutual Fund Outperformance and Growth,” Journal of Investment Management 12:2, 8-13.
  3. Fisher, Gregg S.; Maymin, Philip Z.; Maymin, Zakhar G. (2014), “Risk Parity Optimality,” Journal of Portfolio Management forthcoming.
  4. Maymin, Philip Z. (2014), “A New Algorithmic Approach to Entangled Political Economy: Insights from the Simplest Models of Complexity,” Advances in Austrian Economics forthcoming.
  5. Maymin, Philip Z.; Maymin, Zakhar G.; Fisher, Gregg S. (2014), “Momentum’s Hidden Sensitivity to the Starting Day,” Journal of Investing 23:2, 114-123.
  6. Maymin, Philip Z. (2013), “Schizophrenic Representative Investors,” Complex Systems 22:1, 61-73.
  7. Maymin, Allan; Maymin, Philip Z.; Shen, Eugene (2013), “NBA Chemistry: Positive and Negative Synergies in Basketball,” International Journal of Computer Science in Sport 12:2, 4-23.
  8. Maymin, Allan; Maymin, Philip Z.; Shen, Eugene (2012), “Individual Factors of Successful Free Throw Shooting,” Journal of Quantitative Analysis in Sports 8:3, doi:10.1515/1559-0410.1414.
  9. Maymin, Philip Z.; Maymin, Zakhar G. (2012), “Any Regulation of Risk Increases Risk,” Financial Markets and Portfolio Management 26:3, 299-313.
  10. Maymin, Allan; Maymin, Philip Z.; Shen, Eugene (2012), “How Much Trouble is Early Foul Trouble?”, International Journal of Sport Finance 7:4, 324-339.
  11. Maymin, Philip Z.; Maymin, Zakhar G. (2011), “Constructing the Best Trading Strategy: A New General Framework,” Journal of Investment Strategies 1:1, 1-22.
  12. Maymin, Philip Z. (2012), “Music and the Market: Song and Stock Volatility,” North American Journal of Economics and Finance 23:1, 70-85.
  13. Maymin, Philip Z. (2011), “Markets are Efficient If and Only If P=NP,” Algorithmic Finance 1:1, 1-11.
  14. Maymin, Philip Z. (2011), “Self-Imposed Limits to Arbitrage,” Journal of Applied Finance 21:2, 88-105.
  15. Maymin, Philip Z.; Fisher, Gregg S. (2011), “Past Performance is Indicative of Future Beliefs”, Risk and Decision Analysis 2:3, 145-150.
  16. Maymin, Philip Z. (2011), “The Minimal Model of Financial Complexity,” Quantitative Finance 11:9, 1371-1378.
  17. 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.
  18. 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 8:3, 358-374.
  19. Maymin, Philip Z. (2011), “Metanoia and the Market”, Journal of Behavioral Finance & Economics 1:1, Winter 2011, pp.27-42.
  20. Maymin, Philip Z. (2009), “Regulation Simulation”, European Journal of Finance and Banking Research 2:2, 1-12.
  21. Maymin, Philip Z. (2009), “The Hazards of Propping Up: Bubbles and Chaos,” The International Journal of Business and Finance Research 3:2, 83-93.
  22. 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 Books

  1. Maymin, Philip Z. (2012), Financial Hacking, World Scientific Press, ISBN-13: 978-9814322553
  2. Maymin, Philip Z. (2011), NBA Mysticism: Prophecies Fulfilled and Fortunes Told.
  3. Maymin, Philip Z. (2011), Yankee Go Home.
  4. Maymin, Philip Z. (2010), Free Your Inner Yankee.
  5. Maymin, Philip Z. (2008), Yankee Wake Up.

2015 – Wolfram Innovator Award
2015 – Wolfram One-Liner Competition Winner
2010 – Finalist for Bastiat Prize for Online Journalism
2007 – Excellence in Journalism Award – Radio Investigative
1995 – Finalist for Loebner prize in Artificial Intelligence
1993 – Winfield M. Sides prize in Computer Science

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