Chi-fu Huang

Chi -fu Huang (黄 奇 辅Chinese, Pinyin Huang Qi - fǔ; born January 27, 1955 in Taiwan ) is a Taiwanese American financial economist. After scientific work at MIT on modeling of swaps and derivatives, he works as an investment manager since 1993.

Life and work

Huang graduated from National Taiwan University, which he graduated in 1977 with the degree of Bachelors, and Stanford University, where he graduated in 1982.

After his studies, Huang worked for 10 years at the Massachusetts Institute of Technology, where he directed the doctoral program in Finance and has published over financial derivatives.

1993, he joined Goldman Sachs, where he was appointed head of the research department for derivatives on fixed income products. 1995 Huang was poached by John Meriwether to Long-Term Capital Management ( LTCM ), where he was responsible for Asia. Two years later he moved to Tokyo to build the Japanese office of LTCM. 1999 LTCM collapsed after massive misspeculations caused 4.6 billion USD loss in only 4 months.

After Huang founded by Nobel laureate and LTCM colleagues Myron Scholes own investment company Oak Hill Platinum Partners (now Platinum Grove Asset Management), into which it operates to this day.

Writings (selection )

• Foundations for Financial Economics. North -Holland, New York, 1988, ISSN 978-0-444-01310-1 ( with Robert H. Litzenberger ).