Education
Phd in Financial Economics, Swiss Finance Institute and University of Lausanne 2013
Research Interests
Financial Economics, Asset Pricing, Macro-Finance, Mathematical Finance
Teaching
Asset Pricing, Econometrics
Selected Works
- Income insurance and the equilibrium term-structure of equity, Journal of Finance (forthcoming).
- Should investors learn about the timing of equity risk?, with Michael Hasler and Mariana Khapko, Journal of Financial Economics (forthcoming).
- Disaster recovery and the term-structure of dividend strips, with Michael Hasler, Journal of Financial Economics, 122(1): 116-134.
