Publications

Bayesian Computation in Finance, 2010, Frontiers of Statistical Decision Making and Bayesian Analysis, Springer, New York. (with Michael Johannes, Hedibert Lopes, Robert McCulloch and Nicholas Polson)

Working papers

Cross-Sectional Asset Pricing Puzzles: An Equilibrium Perspective, with Scott Cederburg and Doron Avramov.

Momentum, Information Uncertainty and Leverage – An Explanation Based on Recursive Preferences, with Doron Avramov.

Equilibrium Predictability and Other Return Characteristics.

Predictability from a No-Arbitrage, Macroeconomic Term-Structure Model.

Put Option Implied Risk-Premia under General Equilibrium under Recursive Preferences, with Robert McCulloch and Hedibert Lopes.

Endogenous Jump Risk and Risk-Premia, with Thomas Rietz.

Education

Ph.D., Business Economics, University of Chicago, 2006

B.S., Applied Mathematics and Statistics, University of Chicago, 1999

Work Experience

Federal Reserve Bank of Boston

Financial Economist, 2009-

Tippie School of Business, The University of Iowa

Assistant Professor of Finance, 2006-2009