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I am currently a PhD student in Finance and Teaching Assistant at the Stockholm School of Economics. Prior to my PhD studies I earned a Bachelor degree in Economics from Stockholm University in Sweden.
My main research interests lie in the Asset Pricing field and include Empirical Asset Pricing, Empirical Option Pricing, Financial Econometrics, Risk Management and Portfolio Choice.
My current research is focused on the relationship between risk and asset prices, one of the core questions in the asset pricing field. More specifically, I am interested in understanding the relationship between ex-ante idiosyncratic and systematic risk, and the cross-section of expected stock returns. Due to the extensive use of option price data in my empirical work, I am also interested in the effect of higher order moments on option prices. In addition, I am interested in the relation between heterogeneous investment horizons and portfolio allocation as a consequence of return predictability.