I'm a financial economist and I conduct research on financial markets.  I am currently at SummerHaven Investment Management.  My research interests include asset pricing, financial econometrics, investments, commodities, and return predictability.  My research has been published in the Journal of Portfolio Management and covered by Forbes and Institutional Investors.  I received a Finance PhD 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


Downside Volatility-Managed Portfolios (with Binbin Deng and Sibo Yan) 

On Commodity Price Limits (with Rajkumar Janardanan and K. Geert Rouwenhorst) 

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