I am currently an assistant professor of finance at HEC Montreal. I received my Ph.D. in Economics from the University of Washington. My research interests include finance; portfolio design and management; asset pricing; derivatives; financial econometrics.
Experience
2022–present
Assistant Professor, HEC Montreal
2018–2022
Postdoctoral fellow, University of Maryland
2012–2018
Instructor/Teaching Assistant, University of Washington
Education
2018
University of Washington, Economics
2012
Seattle University, Finance
2009
Concordia University, Montreal, Finance
Publications
2022
Corporate Investment and Growth Opportunities: The Role of R&D Capital Complementarity, Journal of Corporate Finance
2021
State price density estimation with an application to the recovery theorem, Studies in Nonlinear Dynamics & Econometrics
2021
Optimized portfolio using a forward-looking expected tail loss, Finance Research Letters
2020
Does Perception Matter in Asset Pricing? Modeling Volatility Jumps Using Twitter-Based Sentiment Indices, Journal of Behavioral Finance