I am a Ph.D candidate in Finance at the Marshall School of Business, University of Southern California. I am primarily interested in modern aspects of theoretical and empirical asset pricing. My first projects as a Research Assistant (RA) at USC during the Summer 2012 term were related to:
- Behavioral aspects of status-seeking investors and the distribution of returns from growth and value stocks, and
- Tick-size effects for low-priced stocks that probe investors' willingness to trade.
In addition, I am a Ph.D graduate (class of 2011) in Physics at the University of Notre Dame. I worked on theoretical Nuclear Astrophysics, and my advisers were Michael Wiescher and Frank Timmes. As a JINA student I have enjoyed lots of traveling, multiple conferences and discussions with scholars involved in all subfields related to Nuclear Astrophysics. The subfields are Observational Astronomy, Theoretical Astrophysics, Nuclear Theory and Nuclear Experiment. In addition, I had two summer internships in Los Alamos National Laboratory and a full-year visit in Arizona State University.
During my studies at Notre Dame I participated in a weekly seminar on Mathematical Methods in Financial Economics since 2010, an effort to group students and faculty with diverse backgrounds and an interest in Finance. The seminar is organized by Professor Cosimano in the Department of Finance and Professor Himonas in the Mathematics Department at Notre Dame. Following my graduation, I was appointed as a visiting scholar at the Mendoza College of Business, where I contributed to an ongoing project on portfolio optimization. I focused on modeling the term structure of interest rates using affine models and Kalman filtering.