Research

Research Interests
  • Asset Pricing

  • Tail Risk

  • Macrofinance

  • Algorithmic Trading

  • Computational Finance

Working Papers

Dissecting the Equity Premium
with David Schreindorfer. SSRN Online Supplement R&R at the Journal of Political Economy

The Anatomy of Trading Algorithms
with Sunil Wahal. SSRN

Cash Flows in Equilibrium Asset Pricing Models
Latest Draft


Work in Progress

Heterogeneity and Household Portfolio Choice
Revised draft coming soon.

The Mathematics of Saving
Draft coming soon.


Pre-PhD Work

Simulation of a Financial Market: The Possibility of Catastrophic Disequilibrium
with Amit Sinha, Kelly Roos, & Philip Horvath. Chaos, Solitons, & Fractals, 2019, 125, 13-16. Publisher Link