|INDUSTRY PROFESSOR FOR THE FINANCIAL ENGINEERING PROGRAM|
|Building: Babbio Center|
|School: School of Systems & Enterprises|
|Department: Financial Engineering / School of Systems and Enterprises|
- PhD, Electrical Engineering, 1990, Yale University, New Haven, Connecticut
- MPhil, Electrical Engineering, 1986, Yale University, New Haven, Connecticut.
- MS, Electrical Engineering, 1985, Yale University, New Haven, Connecticut.
- MEng, Electronic Engineering, 1983, University of Pretoria, Pretoria, South Africa.
- BSc, Electrical Engineering, 1980, University of Cape Town, Cape Town, South Africa.
Portfolio theory and applications. Numerical methods for finance. Factor modeling. Alpha modeling. Information and gambling theory. Low volatility and risk parity portfolios.
David Starer is an Industry Professor in the Financial Engineering Program at Stevens Institute of Technology. He has twenty years of experience in quantitative equity research for institutional fund managers, which include positions at Jacobs Levy Equity Management, Delaware Investments, and Lend Lease Investment Management. He is also a patent agent, and has worked for intellectual property law firms such as Fish and Neave in New York, and F. B. Rice in Sydney Australia. In addition, he has taught electronics and signal processing at the University of Wollongong, Australia.
- International Association for Quantitative Finance
- American Finance Association
- Society of Quantitative Analysts
Patents & Inventions
Registered Patent Agent, United States Patent and Trademark Office
- Arye Nehorai and David Starer. (May 1990). "Adaptive Pole Estimation", IEEE Transactions on Acoustics, Speech, and Signal Processing, , 38 825-838.
- David Starer and Arye Nehorai. (Feb 1991). "Adaptive Polynomial Factorization by Coefficient Matching", IEEE Transactions on Acoustics, Speech, and Signal Processing, 39 527-530.
- Arye Nehorai, David Starer, and Petre Stoica. (1991). "Direction-of-Arrival Estimation in Applications with Multipath and Few Snapshots", Circuits, Systems, and Signal Processing, 10 (3), 327-342.
- David Starer and Arye Nehorai. (Jun 1992). "Newton Algorithms for Conditional and Unconditional Maximum Likelihood Estimation of the Parameters of Exponential Signals in Noise", IEEE Transactions on Signal Processing, 40 (6), 1528-1534.
- David Starer and Arye Nehorai. (Mar 1994). "Path-Following Algorithms for Passive Localization of Near-Field Sources", IEEE Transactions on Signal Processing, 42 (3), 677-680.
- Leslie A. Balzer and David Starer. (Mar 1994). "Bespoke Attribution", JASSA: Journal of the Securities Institute of Australia, 32-34.
- Leslie A. Balzer and David Starer. (Jun 1994). "How to Tell if the Price is Right", JASSA: Journal of the Securities Institute of Australia, 34-40.
- Bruce I. Jacobs, Kenneth N. Levy, and David Starer. (Apr 1998). "On the Optimality of Long-Short Strategies", Financial Analysts Journal, 54 (2), 40-51.
- Bruce I. Jacobs, Kenneth N. Levy, and David Starer. "Long-Short Portfolio Management: An Integrated Approach", Journal of Portfolio Management, 25 (2), 23-32.
- Bruce I. Jacobs, Kenneth N. Levy, and David Starer. (2012). "Practical Optimization of Enhanced Active Equity Portfolios", The Oxford Handbook of Quantitative Asset Management, Bernd Scherer and Kenneth Winston (Editors), Oxford University Press. Chapter 3.