About the Authors

George C. Chacko is an associate professor at Harvard Business School (HBS) in the finance area, which he joined in 1997. He is also a managing director at IFL in New York, which he joined in 2005. Professor Chacko’s work has focused on three areas: (1) transaction costs and liquidity risk in capital markets, particularly in the fixed income markets; (2) portfolio construction by institutions and individuals; and (3) the analysis and application of derivative securities. Professor Chacko holds a Ph.D. in business economics from Harvard University and dual master’s degrees in business economics (Harvard University) and business administration (University of Chicago). He holds a bachelor’s degree in electrical engineering from ...

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