Teaching

Lead Instructor (University of Michigan)

Empirical Asset Pricing  (FIN 875)

PhD in Finance.  Testing asset pricing models, conditioning information, time-series return predictability, limits to arbitrage.

Capital Markets and Investment Strategy (FIN 408)

Bachelor of Business Administration. Investment decision making, portfolio analysis, risk-return trade-off.

Financial Management (FIN 300)

Bachelor of Business Administration. Present value analysis, capital budgeting, pricing financial assets.

Teaching Assistant (University of Lugano & University of Lausanne)

Statistics II                                                                                 

Bachelor in Economics.  Sampling theory, method of moments, maximum likelihood, hypothesis testing.

Financial Econometrics                                                                                                                                

Master in Finance. Linear asset pricing models, (G)ARCH models.

Asset Pricing                                                                             

PhD in Finance. Stochastic discount factor approach, generalized method of moments, testing asset pricing models.

Financial Accounting                                                                               

Master in Finance. Accounting analysis, cash flow analysis, financial analysis: profitability, liquidity and solvency.