Javier Pena is the Bajaj Family Professor of Operations Research at the Tepper School of Business, Carnegie Mellon University. He earned his Ph.D. in Applied Mathematics from Cornell University in 1998. His teaching and research interests include financial optimization, machine learning, and convex optimization. Dr Pena's publications have appeared in journals such as Quantitative Finance, Journal of Risk, Mathematics of Operations Research, and the SIAM Journal on Optimization. Dr. Pena has consulted with Axioma Inc. in the development and implementation of algorithmic tools for portfolio management. Dr. Pena was the recipient of the 2005 George Leland Bach MBA Teaching Award for excellence in the classroom.
