I'm a financial economist and I conduct research on financial markets. My research interests include asset pricing, financial econometrics, investments, commodities, and return predictability, and my work has been covered by Forbes and Institutional Investor. I am on the editorial board of the Journal of Portfolio Management and the Global Commodities Applied Research Digest.
I received a PhD in Finance from the University of Chicago Booth School of Business. I also hold a Bachelor of Science in Economics and a Bachelor of Science in Engineering from the University of Pennsylvania's Wharton School and School of Engineering and Applied Sciences.
My CV is available HERE
Option Pricing via Breakeven Volatility (with Blair Hull and Anlong Li), June 2022