Ricky Alyn Cooper
Illinois Institute of Technology
Dr. Ricky Alyn Cooper is currently an associate professor in the Stuart School of Business at the Illinois Institute of Technology where he teaches portfolio management and asset pricing theory in the Master of Science in Finance and PhD in Finance programs. His main area of research is in the study of high frequency trading, its effects on trading behavior, and the ethics of trading strategies. He has published many articles in both academic and professionally oriented journal. Before launching a career in academics, Dr. Cooper was the Chief Risk Officer of a high frequency trading firm, the director of quantitative analytics for Harris Investment Management, and the associate director of the Advanced Research Center for SSgA in Boston. Dr. Cooper received his BS in Mathematics from the University of Chicago, and his MBA and PhD degrees in Finance from Vanderbilt University.
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Articles by Ricky Alyn Cooper
Black–Litterman, exotic beta and varying efficient portfolios: an integrated approach
This paper brings Black–Litterman optimization, exotic betas and varying starting portfolios together into one complete, symbiotic framework.