Welcome
Qualifications:
BS (Actuarial Mathematics); BS (Statistics); MS (Mathematical Statistics); PhD (Statistical Economics)
Research interests:
Asset Pricing; Financial Economics;
Econometric Theory; Foundations of Behavioural Decision Theory;
Research Statement. I conduct research on decision making in the presence of risk and uncertainty with applications to finance and economics. I use microfoundations of financial economics, economic theory, statistical decision theory, and behavioural economics to construct empirical processes generated by decision making under risk and uncertainty. I employ tools from diverse branches of mathematics to identify and model those processes from first principles. This approach often leads to innovations that produce new insights into the subject matter under investigation.