I am a tenured Associate Professor of Finance at Georgia State University. My Ph.D. is from Baruch College, City University of New York (CUNY). I earned a M.A. from Columbia University in Statistics and a B.A. from Swarthmore College in Mathematics and Computer Science. Prior to pursuing my doctorate, I spent six years working as a portfolio and risk manager for several hedge funds in New York City.
My research is in empirical asset pricing, with a focus on the equity, equity option, and bond markets. I am interested in understanding the important rational and behavioral drivers of expected security returns, especially the effects of skewness, tail risk, downside/disaster risk, lottery demand, and regulation.
I have taught courses in asset pricing, derivatives, corporate finance, and statistics at the doctoral, masters, executive education, and undergraduate levels.