Research Interests

• Empirical Asset Pricing
• Financial Econometrics

Areas of expertise

• Non-standard Consumption-based Asset Pricing
• Non-standard Portfolio Choice
• Regime Switching and Affine Models

Ongoing projects

• Credit and Inflation Derivatives
• Asset Pricing Models with Downside Risks

Links to my co-authors

• Abraham Lioui
• Johannes Breckenfelder
• Magnus Dahlquist
• Ádám Faragó
• René Garcia
• Nour Meddahi
• Marco Bonomo
• Bruno Feunou
• Jean-Sébastien Fontaine
• Mohammad Jahan-Parvar
• Abderrahim Taamouti
• Patrick Augustin