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Glyn A. Holton is a financial author and consultant. He wrote Value-at-Risk: Theory and Practice, the first (and only) advanced text on value-at-risk. His groundbreaking paper Defining Risk explored the philosophical foundations of risk. More recently, his article Investor Suffrage Movement proposed a novel, market-based solution for the problem of corporate governance.
Glyn maintains a number of popular websites, including riskglossary.com (a glossary, encyclopedia, and resource locator), riskchat.com (an active discussion forum), riskbook.com (a book review site), and GlynHolton.com, a blog about financial risk.
Prior to forming his consulting practice in May 1995, he worked as an actuary for Metropolitan Life. He was a vice president with Fidelity Investments, advising institutional clients on risk management and portfolio strategies. He also worked for the Bank of Boston, developing advanced analytics for quantifying the market and credit risk associated with the bank's trading activities.
He studied graduate level mathematics at both Carnegie Mellon and Temple Universities, earning his masters degree from Temple University in 1989. He is currently studying philosophy.
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