Jean-François Bacmann is a member of the quantitative analysis group of RMF
Investment Management, based in Pfäffikon, Switzerland. Within the group he
heads the research and implementation of tools team, whose key responsibili-
ties are the development of innovative solutions in the context of alternative
investments and the implementation of the quantitative in-house software tools.
Prior to joining RMF Investment Management in 2002, he spent five years as
a research professional in finance at the Entreprise Institute at the University of
Neuchâtel, Switzerland. Mr. Bacmann received his engineering degree in computer
science and applied mathematics from the ENSIMAG, France, a master’s degree
in finance from the University of Grenoble, France, and a PhD in finance from
the University of Neuchâtel. He has published several articles in professional
and academic financial journals.
Zsolt Berenyi holds an MSc in economics from the University of Economic
Sciences in Budapest and a PhD in finance from the University of Munich. His
main interest lies in the risk and performance evaluation of alternative invest-
ments: hedge funds, CTAs, and credit funds. After working for Deutsche Bank
as well as KPMG at various locations for numerous years throughout Europe,
Zsolt leads his independent consultancy in Budapest, Hungary.
Keith H. Black is an assistant professor in the Stuart Graduate School of Business
at the Illinois Institute of Technology in Chicago. He teaches courses in global
market economics, equity valuation, investments, mutual funds, hedge funds,
and global investment strategy. Mr. Black’s interest in hedge funds inspired him
to write the book Managing a Hedge Fund, published by McGraw-Hill in 2004.
He has earned the designations of Chartered Financial Analyst and Chartered
Alternative Investment Analyst, as well as an MBA from Carnegie Mellon Univer-
sity. His professional experience includes commodities derivatives trading at First
Chicago Capital Markets, stock options research and CBOE market-making for
Hull Trading Company, and building stock selection models for mutual funds
and hedge funds for Chicago Investment Analytics. He contributes regularly to
the CFA Digest, and Journal of Global Financial Markets and comments on
markets for television and radio financial news shows.
Jean Brunel is the managing principal of Brunel Associates, a firm offering wealth
management consulting services to ultra-affluent individuals with head office in
Bonita Springs, Florida. He spent the bulk of his career in the investment man-
agement group of J.P. Morgan, where he worked in the United States and abroad
from 1976 until his retirement in the spring of 1999. In 1990, he assumed the
position of chief investment officer of J.P. Morgan’s global private bank, where
he focused on the issues of special concern to individual investors, such as tax
efficiency and downside risk protection. Prior to that, he had served in New York,
Tokyo, Hong Kong, Singapore, and Melbourne in various investment and man-
agerial capacities. Upon retiring from J.P. Morgan, he started consulting for wealthy
individuals and the institutions that serve them. Thus, he consulted for and then
xviii List of contributors
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