My main area of research is asset pricing, with practical applications to equity, currency, and derivatives markets.
Asset pricing (theory and empirics), International Finance, Financial Economics
FNCE 3030 - Investment and Portfolio Management
Develops modern portfolio theory and applies it to pricing both individual assets and portfolios of assets. Topics include Markowitz portfolio selection model, capital asset pricing model, arbitrage pricing theory, bonds, portfolio performance measurement, and issues of market efficiency. Formerly FNCE 4030.