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I am currently an Assistant Professor of Finance at the Martin J. Whitman School of Management in Syracuse University. I earned my PhD degree in Finance from the Stockholm School of Economics in Sweden.
My main research interests lie in the Asset Pricing field and include Empirical Asset Pricing, Empirical Option Pricing, Financial Econometrics, and Risk Management.
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 risk and returns in the housing market.