PhD in Finance, INSEAD, 2015

Research Interests

Asset Pricing, Information in Financial Markets, High Frequency Trading


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)