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Glyn A. Holton is a financial author and consultant. He
wrote
Value-at-Risk: Theory and Practice,
the first (and only) advanced text on
value-at-risk. His groundbreaking paper
Defining Risk explored the philosophical foundations of risk. More
recently, his article
Investor Suffrage Movement proposed a novel, market-based solution for
the problem of corporate governance.
Glyn maintains a number of popular websites, including
riskglossary.com
a glossary, encyclopedia and resource locator;
riskchat.com
an active discussion forum;
riskbook.com
a book review site;
GlynHolton.com
a blog about financial risk.
Prior to forming his consulting practice in May 1995, he worked as an actuary
for Metropolitan Life. He was a vice president with Fidelity Investments, advising
institutional clients on risk management and portfolio
strategies. He also worked for the Bank of Boston, developing advanced
analytics for quantifying the market and credit risk associated with the
bank's trading activities.
He studied graduate level mathematics at both Carnegie Mellon and
Temple Universities, earning his masters degree from Temple University in
1989.
He is currently studying philosophy. |