Ph. D., University of British Columbia, 2010, M. Sc. Mathematical Finance, University of Southern California, 2004, Dipl. Wirtschaftsmathematiker, Universitaet Ulm, 2004
Asset Pricing; Performance Evaluation; and Mutual Fund Performance
“Volatility Timing, Alpha, and Momentum", with Murray Carlson, Adlai Fisher, and Mikhail Simutin
“On the Conditional Information in Lagged Investment,” with Lars-Alexander Kuehn
“Do Jumps Matter for Asset Pricing?" with Lars-Alexander Kuehn
“Estimating Growth Opportunities from Stock Returns: How much Momentum should we expect?"
Career and Recent Professional Awards; Teaching Awards
CIBC Asset Management Scholarship in Finance, 2006-2007
“Consumption Volatility Risk” with Lars-Alexander Kuehn. Journal of Finance, 2013, forthcoming.
"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.