Ph.D. in Financial Economics, Carnegie Mellon University, 2014; M.S.I.A. in Finance, Carnegie Mellon University, 2010; M.S. in Statistics, University Iowa, 2008; MBA, University of Iowa, 2006; Vordiplom, Goethe University (Frankfurt, Germany), 2004
Asset Pricing; and Macro-Finance, Options, Portfolio Choice
“Tails, Fears, and Equilibrium Option Prices”
Optimal Volatility Timing: A Life-Cycle Perspective,” with Jan Schneemeier
“Cross-Sectional Asset Pricing in General Equilibrium,” with Lars-Alexander Kuehn
Arizona State University: 2014-present
Career and Professional Awards; Teaching Awards
William Larimer Mellon Fellowship, Carnegie Mellon University, 2008-2011
Professional Leadership and Service
Referee: Review of Finance, Journal of Banking and Finance
ASU is a tier 1 research university and W. P. Carey is proud of its strong tradition of teaching and classroom excellence. Our students directly benefit from the research and theories our faculty brings into the classroom. Below is a list of courses being taught during the current semester by this faculty member. Click a course to view it in the ASU course catalog.
FIN 421 - Security Analys Portfolio Mgmt
Security analysis theory and practice. Selection and management of financial asset portfolios. Securities markets and portfolio risk-return analysis.