I am an Associate Professor of Finance at the Tepper School of Business of Carnegie Mellon University. I received an undergraduate degree in business from the Freie Universität Berlin (Germany) and a PhD in finance from the University of British Columbia in Vancouver (Canada).
My research interests are theoretical and empirical asset pricing, capital structure, and credit risk. An underlying theme of my research is to connect the valuation of debt and equity claims to variation in macroeconomic sources of risk. My work has been published in leading journals in finance and economics such as the American Economic Review and the Journal of Finance.
I have won awards for my research as well as the Gerald Thompson Teaching Award for Excellence in the Classroom for undergraduate business education and the George Leland Bach Excellence in Teaching Award for MBA education at CMU.
In 2010, Finn Kyland, Nicolas Petrosky-Nadeau and I started to organize the annual Advances in Macro-Finance Tepper-LAEF Conference, which was the first conference to bring together macroeconomists and financial economists.
Currently, I serve as an Associate Editor at the Journal of Finance and on the Steering Committee of CMU’s Master of Science in Computational Finance program.
My current CV can be found here: Vita
- March 2023: My coauthor Yongjin Kim will present our paper at the MFA in Chicago
- January 2023: Please submit paper your papers for the 12th Tepper-LAEF Conference at https://bit.ly/2023-tepper-laef
- August 2022: My paper Persistent Crises and Levered Asset Prices is forthcoming in the Review of Financial Studies.
- July 2022: I became an Associate Editor at the Journal of Finance.
Tepper School of Business
Carnegie Mellon University
5000 Forbes Avenue
Pittsburgh, PA 15213
Office: Tepper Quad 5120