I am a Professor of Financial Econometrics in the Brandeis International Business School. My research interests include time-series econometrics, Bayesian econometrics, asset allocation, portfolio optimization, and econometric methods in finance. I serve as an associate editor for the Journal of Financial Econometrics. At Brandeis University, I teach econometrics at the undergraduate and graduate levels, as well as Financial Economics.

Contact information:

Brandeis University
International Business School
415 South Street, Mailstop 032
Waltham, MA 02453-2728
Phone: +1 (781) 736 2834
Fax: +1 (781) 736 2269

Email, Google-Scholar, IDEAS, SRRN, and Linkedin pages are available through the links in top right of this page.

My full CV is available here.