My main area of research is asset pricing, with practical applications to equity, currency, and derivatives markets.
keywords
Asset pricing (theory and empirics), International Finance, Financial Economics
Teaching
courses taught
FNCE 3030 - Investment and Portfolio Management
Primary Instructor
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Spring 2023 / Fall 2023 / Fall 2024
Develops modern portfolio theory and applies it to pricing both individual assets and portfolios of assets. Topics include Markowitz portfolio selection model, capital asset pricing model, arbitrage pricing theory, bonds, portfolio performance measurement, and issues of market efficiency. Formerly FNCE 4030. Degree credit not granted for this course and FNCE 3035.
FNCE 7020 - Financial Economics and Research
Primary Instructor
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Spring 2024
Studies both theoretical models at the intersection of information economics and finance, as well as natural language processing techniques, focused on financial and accounting documents.
