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You can find detailed information about my academic activity in my resume.

ABOUT ME

I am an Assistant Professor in Finance at the Johns Hopkins Carey Business School.

I received my Phd in finance from the
Swiss Finance Institute at the University of Lugano (CH) in 2009.

My research interests are related to theoretical and empirical asset pricing with particular attention to derivative markets and high-frequency data.

Specifically, my main interests are:

• asset pricing
• financial econometrics
• volatility measurement and forecasting
• derivative pricing