Senior Economist
Amazon
Research Interests: Empirical asset pricing, Performance evaluation, Bayesian econometrics
Education: S.B., M.Eng. (MIT); M.P.P. (UCLA); Ph.D. (Columbia)
Embedded Files
Working Papers
Quantifying Tail Risk in Hedge Funds (with Mattia Landoni)
Direct Information Epidemics and Broadcasts (with James L. Smith and Rex Thompson)
Heuristic Fund Allocation Decisions (with Alok Kumar, and Tobias Mühlhofer) [revise and resubmit]
Shooting for the Stars: An Analysis of the Morningstar Ratings
Publications
Brugler, James, Bonnie Li, Maryam Nasiri, and Ravi Sastry (2019): "Forecasting the Australian Yield Curve," Australasian Journal of Applied Finance. [link]
Sastry, Ravi, and Rex Thompson (2019): "Strategic trading with risk aversion and information flow," Journal of Financial Markets, 44, 1-16. [link]
Google Sites
Report abuse