Roy Henriksson has over twenty years experience combining research and its applications in the areas of asset allocation, risk management, performance evaluation, and arbitrage. He is currently the CIO of Advanced Portfolio Management, a specialty asset management company that constructs and manages customized portfolios of hedge funds and other financial instruments for endowments, foundations, pension funds, insurance companies and other financial institutions in North America, Europe, and Asia.

Prior to APM, Mr. Henriksson was at Alpha Investment Management where he was responsible for manager selection and strategy allocation for all relative value strategies, including all arbitrage and credit-related managers.  Prior to Alpha, he was a Managing Director at SG Cowen where he was responsible for Risk Management and Structured Products in Convertible Arbitrage.  Previously, he ran Convertible Origination for UBS, was the Director of Product Development and Derivatives Research for Kidder, Peabody & Company and was a member of the Global Asset Allocation Committee at Salomon Brothers. 

Mr. Henriksson has published numerous articles in leading journals, including “On Market Timing Ability and Investment Performance: Statistical Procedures for Evaluating Forecasting Skills,” Journal of Business, with Robert C. Merton, and “Portfolio Optimization within a Surplus Framework,” Financial Analysts Journal, with Martin Leibowitz. The recipient of the Graham and Dodd Award from the Financial Analysts Journal, he has held the position of professor of finance at the University of California, Berkeley, where he also served as Senior Consultant to Wells Fargo Investment Advisors and as an advisor to the University of California Endowment.  
Mr. Henriksson holds a BS in economics, a MS in management, and a PhD in finance, all from Massachusetts Institute of Technology.