I am an Associate 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 Business and Economic Statistics and the Journal of Financial Econometrics. At Brandeis University, I teach econometrics at the undergraduate and graduate levels, as well as Financial Economics.
Brandeis University International Business School 415 South Street, Mailstop 032 Waltham, MA 02453-2728 Phone: +1 (781) 736 2834 Fax: +1 (781) 736 2269
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My full CV is available here.