CV

Research

• Investor Attention and Stock Market Volatility, Review of Financial Studies, 2015, with Michael Hasler
• Information Percolation, Momentum, and Reversal, Journal of Financial Economics, 2017, with Julien Cujean
• Asset Pricing with Disagreement and Uncertainty about the Length of Business Cycles, Management Science, 2019, with Bruce Carlin and Michael Hasler
• Why Did the q Theory of Investment Start Working?, Journal of Financial Economics, 2019, with William Mann and Nathalie Moyen, (online appendix), (Jupyter notebooks)
• Asset Pricing with Persistence Risk, Review of Financial Studies, 2019, with Michael Hasler and Alexandre Jeanneret
• Dynamic Attention Behavior under Return Predictability, Management Science, 2020, with Michael Hasler
• Schumpeterian Competition in a Lucas Economy, Journal of Economic Theory, 2023, with Bruce Carlin
• Economic Uncertainty and Investor Attention, Journal of Financial Economics, 2023, with Henry Friedman and Naim Bugra Ozel
• The Lost Capital Asset Pricing Model, Forthcoming, Review of Economic Studies, with Julien Cujean and Mungo Wilson
• Harnessing Uncertainty and Disagreement, with Lorenzo Garlappi
• Can the Fed Control Inflation? Stock Market Implications, with Michael Hasler
• The Low-Minus-High Portfolio and the Factor Zoo, with Julien Cujean and Mathieu Fournier
• Information Percolation Driving Volatility
• The Redistributive Effects of Monetary Policy, with Bernard Herskovic and Olivier Ledoit
• Learning and Consumption Dynamics, with Steffen Hitzemann and Alexandre Jeanneret
• International Portfolio Choice and Relative Wealth Concerns
• Global Public Signals, Heterogeneous Beliefs and Stock Markets Comovement, with Julien Cujean
• Trade Costs, Heterogeneous Firms and International Portfolio Choice

Teaching

• Financial Derivatives (BCom, FINE 448), slides, bitcoin & blockchain
  • Midterms: Feb 2018 (MFE UCLA), Oct 2018, Feb 2020
  • Finals: Mar 2017 (MFE UCLA), Mar 2018 (MFE UCLA), Dec 2018
• Derivatives (MMF, FINE 682)
• Advanced Finance Seminar (BCom, FINE 547)
• Asset Pricing Theory (PhD, FINE 702)