Assistant Professor of Finance

Faculty of Business and Economics

University of Melbourne

Research Interests: Empirical asset pricing, Performance evaluation, Financial econometrics

Education: S.B., M.Eng. (MIT); M.P.P. (UCLA); Ph.D. (Columbia)

Curriculum Vitae | SSRN | Google Scholar

Working Papers

  1. The Cross-Section of Investing Skill
  2. Quantifying Tail Risk in Hedge Funds (with Mattia Landoni)
  3. Direct Information Epidemics and Broadcasts (with James L. Smith and Rex Thompson)
  4. Efficient Factor Identification
  5. Heuristic Fund Allocation Decisions (with Indraneel Chakraborty, Alok Kumar, and Tobias Mühlhofer)
  6. Shooting for the Stars: An Analysis of the Morningstar Ratings


  1. Brugler, James, Bonnie Li, Maryam Nasiri, and Ravi Sastry (2019): "Forecasting the Australian Yield Curve," Australasian Journal of Applied Finance. [link]
  2. Sastry, Ravi, and Rex Thompson (2019): "Strategic trading with risk aversion and information flow," Journal of Financial Markets, 44, 1-16. [link]