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, 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


Recent

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

Return Predictability and Market-Timing: A One-Month Model (with Blair Hull and Petra Bakosova) 

The New Macroeconomics of Consumer Surplus (with Ilya Talman, Steve Rubinow, Michael Lippitz, and Peter Evangelakis) 


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