Program Director of MSc Finance, August 2019 - Present
Associate Professor of Finance, July 2019 - Present
Assistant Professor of Finance, August 2012 - June 2019
Ph.D. in Economics, Brown University, May 2012
B.A. with Highest Honors, University of Michigan, Dec. 2005
Corporate Investment, Intangible Capital, Compensation Policies and Employee Retention, Financial Distress, Credit Default Swaps
By appointment in M0.22
In 2018 I developed the course "Data Analytics and Quantitative Trading" for the Master in International Finance. It covers convergence arbitrage in the CDS market and quantitative factor models for stock returns, with programming exercises in Python.
Master in International Finance: Investments and Algorithmic Trading (Block 1)
Master in International Finance: Data Analytics and Quantitative Trading (Block 2)
Master in Finance: Advanced Corporate Finance (Block 1)
Master in Finance: Valuation (2014-2018)
Master in Finance: Corporate Governance (2013)
Bachelor: Corporate Finance (2012, 2013)
The Retention Effects of Unvested Equity: Evidence from Accelerated Option Vesting (with Torsten Jochem and Zacharias Sautner), 2018, Review of Financial Studies 31, pp. 4142-4186.
Renegotiation or Bankruptcy? The Effects of Out-of-Court Costs on Distress Resolution (with Murillo Campello and Rafael Matta), 2019, Review of Finance 23, pp. 513-556.
Managerial Short-Termism and Investment: Evidence from Accelerated Option Vesting (with Zacharias Sautner), 2020, Review of Finance 24, 305-344.
Creating Intangible Capital (with Robin Doettling and Enrico Perotti). Presented at Mitsui Finance Symposium 2017, FIRS 2017, AFA 2020.
Limited Attention to Detail in Financial Markets (with Henrik Cronqvist and Zacharias Sautner). Presented at AFA 2019