Research
During my Ph.D. I worked with prof. Andrew Lo on projects spanning the following topics:
- Stop-loss strategies
- Hedge fund leverage
- Dynamic trading
- Behavioral biases
- Investor decision-making
I am always intrigued by human behavior, especially from a finance perspective. Happy to discuss in more detail - feel free to reach out!
Publications/Working Papers
"Statistical Inference and Computational Efficiency for Spatial Infectious-Disease Models with Plantation Data", with Patrick E. Brown, Florencia Chimard, Jeffrey R. Rosenthal, Xin Wang, Journal of the Royal Statistical Society (Series C), 2014.
"Stop-Loss Strategies with Serial Correlation, Regime Switching, and Transactions Costs", with Andrew W. Lo. Journal of Financial Markets, 2017.
"Measuring Risk Preferences and Asset-Allocation Decisions: A Global Survey Analysis", with Andrew W. Lo, Zied Ben Chaouch, Journal of Investment Management, 2020.
"Algorithmic Models of Investor Behavior", with Andrew W. Lo, Journal of Systematic Investing, 2021.
"Dynamic Trading When You May Be Wrong", permanent working paper.
"Dynamic Trading and Behavioral Finance", PhD Thesis, 2016.
- Stop-loss strategies
- Hedge fund leverage
- Dynamic trading
- Behavioral biases
- Investor decision-making
I am always intrigued by human behavior, especially from a finance perspective. Happy to discuss in more detail - feel free to reach out!
Publications/Working Papers
"Statistical Inference and Computational Efficiency for Spatial Infectious-Disease Models with Plantation Data", with Patrick E. Brown, Florencia Chimard, Jeffrey R. Rosenthal, Xin Wang, Journal of the Royal Statistical Society (Series C), 2014.
"Stop-Loss Strategies with Serial Correlation, Regime Switching, and Transactions Costs", with Andrew W. Lo. Journal of Financial Markets, 2017.
"Measuring Risk Preferences and Asset-Allocation Decisions: A Global Survey Analysis", with Andrew W. Lo, Zied Ben Chaouch, Journal of Investment Management, 2020.
"Algorithmic Models of Investor Behavior", with Andrew W. Lo, Journal of Systematic Investing, 2021.
"Dynamic Trading When You May Be Wrong", permanent working paper.
"Dynamic Trading and Behavioral Finance", PhD Thesis, 2016.