Dany Cajas¶
I am the creator and sole maintainer of Riskfolio-Lib. I earned a BSc in Economic Engineering from Universidad Nacional de Ingeniería and an MA in Finance from Universidad del Pacífico, both in Peru 🇵🇪.
I have worked in Peruvian financial institutions in the areas of risk management and financial planning. In addition, I have worked as a professor of quantitative finance, data science and econometrics at Universidad Nacional de Ingeniería.
Currently, I work as an independent researcher and consultant in quantitative finance. My research interests include portfolio optimization, risk management, and financial econometrics. I am passionate about developing open-source tools that enable students, academics, and practitioners to apply advanced mathematical optimization models to strategic asset allocation and portfolio construction.
For more about my research and work, you can visit:
My book Advanced Portfolio Optimization: A Cutting-edge Quantitative Approach.
My SSRN Author Page.
My blog Financioneroncios.
My presentation at the 2026 CVXPY Community Workshop.
An interview at Mehul Mehta’s YouTube Channel.
For those that are interested in hiring my consulting services, please contact me at: