Mark Hendricks leads quantitative research at Racon. In addition to his work at Racon, Mark is an Associate Director at the University of Chicago’s program in Financial Mathematics, where he teaches various masters-level courses, including Portfolio Theory and the Economics of Asset Pricing. Mark’s academic research focuses on dynamic asset pricing, with published work on the dynamics of risk premia. Mark is a PhD-ABD in Financial Economics at the University of Chicago, where he was recognized with the Lee Prize in macroeconomics and a Stevanovich Fellowship in Financial Mathematics. He also has an M.A. in Economics from the University of Chicago, as well as a B.S. in Mathematics from Brigham Young University.