Professor John M. MULVEY




John M. Mulvey


Mailing Address

Sherrerd Hall (ORFE Building)

Princeton University

Princeton, New Jersey 08540

Telephone 609-258-5423
Fax 609-258-0771
E-mail Address mulvey (at) princeton (dot) edu

  • Professor Mulvey is a leading expert in large-scale optimization models and algorithms, especially financial applications.

  • He has implemented integrated risk management for many large financial companies, including American Express, Towers Perrin - Tillinghast, Pacific Mutual, and St. Paul Insurance.

  • The ALM systems link the key risks within the organization and assist the company in making high-level decisions.

  • 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.

  • 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.

  • 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.