I joined the Marshall School in 2002 after three years at the University of Rochester's Simon School of Business. Before that, I studied for my PhD in finance at the Wharton School of the University of Pennsylvania, where my advisor was Robert Stambaugh. I am a graduate of Pomona College and also spent two years as a research assistant at the Board of Governors of the Federal Reserve System.
My research and teaching interests are in the area of empirical asset pricing and financial econometrics. Some recent research examines the factors underlying stock and bond market volatility and their impact on derivatives prices. Current projects focus on option pricing as well as the relationship between risk premia and the macroeconomy.Main page