Published or Accepted Papers

Heterogeneous Intermediary Asset Pricing
Journal of Financial Economics, Accepted
Xavier Drèze Award for the most outstanding research paper at UCLA Anderson

Working Papers

A Competitive Search Theory of Asset Pricing
(with Juan Passadore and Dejanir Silva)

Corporate Bond Liquidity During the COVID-19 Crisis
(with Benjamin Lester, David Lindsay, Shuo Liu, Pierre-Olivier Weill, and Diego Zúñiga)
Review of Financial Studies, Revise and Resubmit
A non-technical summary from the UCLA Anderson Review
Presentation Video at the SaMMF Workshop: Liquidity in Fixed Income Markets (from 1h:10 to 1h:40)

The Economic Burden of Pension Shortfalls: Evidence from House Prices
(with Darren Aiello, Asaf Bernstein, Ryan Lewis, and Michael Schwert)

Student Loans, Marginal Costs, and Markups: Estimates From the PLUS Program
(with William Mann)
Review of Financial Studies, Revise and Resubmit
Coverage at Forbes.com

Work in Progress

Inventory, Market Making, and Liquidity: Theory and Application to the Corporate Bond Market
(with Benjamin Lester and Pierre-Olivier Weill)
Presentation Video by Pierre-Olivier Weill at the SaMMF Virtual Seminar Series

Funding Liquidity and the Valuation of Mortgage-Backed Securities
(with Brett Dunn)

The Asset Pricing Implications of Portfolio Flows
(with Victor Duarte and Dejanir Silva)

University of Illinois

Instructor

• MSF/Undergrad Fixed Income Portfolios (Spring 2020, 2021)

UCLA Anderson School of Management

Instructor

• MFE R/MATLAB Programming Workshop (Fall 2017, 2018)

Teaching Assistant

• MBA Behavioral Finance, Professor Avanidhar Subrahmanyam (Spring 2019)
• MFE Empirical Asset Pricing, Professor Lars Lochstoer (Winter 2019)
• MBA Foundations of Finance, Professor Bruce Carlin (Fall 2018)
• MFE Data Analytics and Machine Learning, Professor Lars Lochstoer (Fall 2016)
• MBA Corporate Finance, Professor William Mann (Winter 2015, 2016, 2017)
• Executive Program Corporate Strategy, Professor David Wessels (May 2015)