To many, a science. To some, a hoax. To me, a topic I'm having difficulty constructing a clichéd, three-sentence, "To some X. To many Y and to me Z"-style catchphrase about. -  Back to Homepage

Current research projects

  • Currently my main interest is on information economics. My ultimate goal is to use rational inattention to derive a theory of why some assets are liquid and some are not.
    It's pretty challenging, so I'm tearing of some bite sized chunks to help me along the way. The project furthest along in the development cycle is a model of tranched securities.

Past Research

Ideas in Economics