Sid Browne


Decision, Risk, and Operations

BS, City University of New York, 1981; MS, New York University, 1985; PhD, 1988

Joined CBS in 1988

Sid Browne





Teaching and research interest

Professor Browne teaches Risk Management. Browne joined Columbia in 1988 and received tenure in 1996. From 1998 to 2001 he worked at Goldman Sachs, where he headed the quantitative modeling group in the firmwide risk management department. He holds two patents on risk modeling techniques he developed there. Browne’s research has in recent years focused on quantitative asset allocation issues for institutional investors, including pension funds and insurance companies, as well as general portfolio risk theory. He has also consulted to a variety of financial institutions and hedge funds on modeling and risk management.

Courses taught

Journal articles

Beating a Moving Target: Optimal Portfolio Strategies for Outperforming a Stochastic Benchmark In Finance and Stochastics (1999)
Author(s): Sid Browne

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Survival and Growth with a Liability: Optimal Portfolios in Contintuous Time In Mathematics of Operations Research (1997)
Author(s): Sid Browne

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