Education
- Ph.D. in Finance, University of California, Berkeley, 2008
- M.S. in Finance, University of California, Berkeley, 2005
- M.Sci. in Physics, Imperial College, London (UK), 2002.
Research interests
- Optimal portfolio choice
- Empirical asset pricing
- Asset pricing under asymmetric information
- Information aggregation and processing
- Macroeconomic announcements
- High-frequency data
Research on university endowments and corporate cash management
- See the research page for my academic publications
- White paper summarizing our research on the topic: Why are university endowments large and risky? (2017)
