Education
PhD in Finance, INSEAD, 2015
Research Interests
Asset Pricing, Information in Financial Markets, High Frequency Trading
Teaching
Portfolio Choice and Asset Pricing
Selected Works
- Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency (with A. Buss), forthcoming Review of Financial Studies
- On the Dispersion of Skill and Size in Portfolio Management: Multi-Agent Dynamic Equilibrium with Endogenous Information, Working Paper
- Optimal benchmarking with delegated information choice, Working Paper (with Adrian Buss)
