I'm a financial economist and data scientist.  My research interests include fintech, commodities, and data science methods and applications. I am on the editorial board of the Journal of Portfolio Management. 

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 

Recent

Call the Zookeeper: A Unified Framework for Commodity Risk Premiums (with John Fan, Xihang Li, and Tingxi Zhang), April 2026

An Index of Commodity Futures Returns Since 1871 (with Rajkumar Janardanan and K. Geert Rouwenhorst), March 2026

My Links

• SSRN

• Google Scholar