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Professor Mulvey is a leading expert in large-scale
optimization models and algorithms, especially financial
applications.
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He has implemented integrated risk management for many
large financial companies, including American Express, Towers Perrin - Tillinghast, Pacific Mutual, and St. Paul Insurance.
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The ALM systems link the key
risks within the organization and
assist the company in making high-level decisions.
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His recent work involves the
area of alternative investments (hedge funds, private
equity, venture capital, commodities), their relationship to
traditional assets, and dynamic investment strategies to
enhance performance.
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In addition, he has built significant planning systems
for government agencies, including the Office of Tax
Analysis for the Treasury Department, and the Joint Chiefs
of Staff in the Defense Department.
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He has edited five books and published over 170 scholarly papers.
He has developed a graphical network approach to model stock returns over time using unsupervised learning algorithms.
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