Ph. D., University of British Columbia, 2010, M. Sc. Mathematical Finance, University of Southern California, 2004, Dipl. Wirtschaftsmathematiker, Universitaet Ulm, 2004
Theoretical and empirical asset pricing, Performance evaluation, Investor information and conditional asset, pricing tests Risk-return tradeoff in dynamic settings, Volatility and its pricing implications, Idiosyncratic volatility and market incompleteness
Consumption Volatility Risk (with Lars-Alexander Kuehn)
Stochastic Idiosyncratic Volatility, Portfolio Constraints, and the Cross-Section of Stock Returns
Evaluation of Matching Techniques in Non-Random Samples: The Case of Stock Splits (with Mikhail Simutin)
Career and Recent Professional Awards; Teaching Awards
CIBC Asset Management Scholarship in Finance, 2006-2007
"Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas" with Murray Carlson, Adlai Fisher, and Mike Simutin, Journal of Financial Economics, 2011, 102, 363-389.