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NYU Stern School of Business
44 West Fourth Street, 9-81
New York, NY 10012

Academic Positions

  • Assistant Professor of Finance, New York University, Stern School of Business, 2016 - Present

Other Affiliations

  • Invited Member, Macro Finance Society, 2017 – Present


  • Ph.D. Finance, UCLA Anderson School, June 2016
  • Visiting Ph.D. Student, Chicago Booth School of Business, Spring 2015
  • B.S. Applied Mathematics, University of Colorado, 2011, Magna Cum Laude

Published and Forthcoming Papers

  • Trade Network Centrality and Currency Risk Premia. Forthcoming, Journal of Finance.

Research Papers

  • Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates, with Hanno Lustig. Revise and Resubmit, Review of Financial Studies.
  • Understanding Global Equity Valuations, with Ralph Koijen and Motohiro Yogo.

Research in Progress

  • Trade and Sovereign Default, with Zhenyang Jiang and Hanno Lustig.
  • International Factor Structures, with Zhenyang Jiang.


  • 2018: Econometric Society Meeting at ASSA, AFA, Utah Winter Finance Conference, Princeton University, UNC Chapel Hill, Boston University
  • 2017: Unversity of Melbourne, Annual Conference on International Finance, Central Bank Research Conference (NBER Sponsored), Midwest Finance Association, NBER SI International Finance and Macroeconomics, NBER SI Macroeconomics within and Across Borders, CEBRA Bank of Canada Conference, INSEAD, Ohio State University, Financial Research Network Asset Pricing Meeting
  • 2016: Stanford Institute for Theoretical Economics, WFA, Annual Conference on International Finance, Chicago Booth, Northwestern Kellogg, UT Austin, MIT Sloan, Boston College, NYU Stern, Carnegie Mellon, London Business School, Imperial College London, University of Utah, Chicago Booth International Macro-Finance Conference
  • 2015: Twelfth Annual Conference on Corporate Finance at Olin School of Business, University of Colorado at Boulder, Chicago Economics Dynamics Working Group, Chicago Finance Brown Bag


NYU Stern School of Business

  • Asset Pricing PhD (Spring 2019)
  • Foundations of Finance MBA (Spring 2018, 2019)
  • Foundations of Finance Undergraduate (Spring 2017, 2018)

UCLA Anderson School of Management

  • MFE R/MATLAB Programming Workshop (Fall 2013, 2014, 2015)
Teaching Assistant
  • MFE Emprical Asset Pricing, Professor Hanno Lustig (Winter 2013, 2014)
  • MFE Quantitative Asset Management, Professor Jason Hsu (Spring 2014)
  • MBA Private Equity and Venture Capital, Professor Mark Garmaise (Winter 2012)
  • MFE Corporate Finance, Professor Mark Garmaise (Winter 2012)

University of Colorado at Boulder

Course Assistant
  • MS/BS Mathematical Statistics (Spring 2010)
  • MS/BS Statistical Computing (Fall 2010)

Honors, Awards, and Fellowships

  • Annual Conference on International Finance Best Paper Award (2016)
  • Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research (2016)
  • Xavier Drèze award for most outstanding Ph.D. research paper (2016)
  • Best Finance Ph.D. Dissertation Award in Honor of Professor Stuart I. Greenbaum, Olin Business School (2015)
  • UCLA Dissertation Year Fellowship (2015-2016)
  • UCLA Anderson Fellowship (2011-2015)
  • AFA Student Travel Grant (2015)
  • NSF grant for Undergraduate Mathematics research (2009-2011)
  • Participant in UC Berkeley Summer Explorations in Statistics Research (2010)


  • W. Du, S. Gadgil, M. Gordy, C. Vega: Counterparty Risk and Counterparty Choice in the Credit Default Swap Market. Yale Juniors Conference (2018).
  • C. Schiller: Financial Contagion in International Supply-Chain Networks. SFS Cavalcade (2018).
  • M. Dahlquist and J. Penasse: The Missing Risk Premium In Exchange Rates. Western Finance Association (2017).
  • Z. He, B. Kelly, A. Manela: Itermediary Asset Pricing: New Evidence from Many Asset Classes. American Finance Association (2017)
  • M. Boons and M. Prado: Basis-momentum in the Futures Curve and Volatility Risk. European Financial Association (2016)
  • F. Gourio, M. Siemer, and A. Verdelhan: Uncertainty and International Capital Flows. NYU Stern Volatility Institute (2016)

Professional Service


  • Journal of Finance, Review of Financial Studies, Journal of International Economics, Journal of Financial and Quantitative Analysis, Journal of Financial Econometrics, Journal of Banking and Finance, Journal of Economics and Business, Journal of Empirical Finance, Review of Finance

Program Committee

  • Colorado Finance Summit (2016, 2017, 2018)