I look at empirical evidence and economic mechanisms to understand the risk and return of investment portfolios. My findings have been published in peer-reviewed journals like the Financial Analysts Journal, the Journal of Portfolio Management, and the Journal of Derivatives. I have been working ...more

I look at empirical evidence and economic mechanisms to understand the risk and return of investment portfolios. My findings have been published in peer-reviewed journals like the Financial Analysts Journal, the Journal of Portfolio Management, and the Journal of Derivatives. I have been working with index providers and asset managers to make these insights available to investors through transparent and cost-efficient strategies.less