- Ph.D. Finance, University of Iowa, 2011
- FIN 422, Risk Management & Derivatives, Spring
- FIN 602, Dynamic Asset Pricing, Fall
- Asset Pricing (empirical and theoretical): factor models, cross-sectional anomalies, long-run risk,
asset allocation, applied Bayesian econometrics
Publications and Working Papers
"Asset-pricing anomalies at the firm level," with Michael S. O'Doherty, forthcoming in Journal of Econometrics.
- "Intertemporal Risk and the Cross Section of Expected Stock Returns," working paper.
- "Cross-Sectional Asset Pricing Puzzles: An Equilibrium Perspective,"
with Doron Avramov and Satadru Hore, working paper.
- "Asset-Pricing Anomalies at the Firm Level," with Phil Davies and Michael O'Doherty, working paper.
- "Implications of Long-Run Risk for Asset Allocation Decisions,"
with Doron Avramov, working paper.