My research interests include Applied Finance, Applied Econometrics, Theoretical Finance, Financial Economics, and Macroeconomics.

I'm specifically interested in portfolio choice, asset pricing, time series analysis, risk management, hedge funds, Bayesian analysis, global investments.

Dissertation Abstract (html) (pdf)

Job Market Paper: "Asset Allocation Implications of Factor Models under Parameter and Model Uncertainty"

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                            Full Text Paper (pdf)

Other Research Papers: "Allocation to Industry Portfolios under Markov Switching Returns"

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                                     Full Text Paper (pdf)

"Style Investing with Bayesian Methods"

Abstract (html)