Resume
This page provides a curated overview of my research themes, invited presentations, and professional background. For the complete academic record, please download my full CV.
Selected details
Professional background
Education
Ph.D. in Economics, New York University, 2006.
M.A. in Economics, Bocconi University, 2001.
B.A. in Economics, Bocconi University, 2000.
Academic appointments
Professor of Finance, University of North Carolina at Chapel Hill, Kenan-Flagler Business School, 2019-present.
Sarah Graham Kenan Scholar, University of North Carolina at Chapel Hill, 2022-present.
Research Associate, National Bureau of Economic Research, International Finance and Macroeconomics Program, 2018-present.
Faculty Director, Center for Excellence in Investment Management, University of North Carolina at Chapel Hill, 2021-present.
Associate Professor of Finance, University of North Carolina at Chapel Hill, 2013-2019.
Assistant Professor of Finance, University of North Carolina at Chapel Hill, 2006-2013.
Editorial positions
Editor, Review of Asset Pricing Studies, 2024-present.
Former Associate Editor, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Management Science, and Journal of Empirical Finance.
Honors and awards
Best paper awards for International Climate News at the Massey Sustainable Finance Conference and the Annual Conference of the Chinese Finance Association, 2025.
Best paper award for Concealed Carry at the Vienna Symposium on Foreign Exchange Markets, 2021.
Best paper award for Volatility Risk Pass-Through at the Annual International Finance Conference in Oslo, 2018.
Best Discussant Award at the Annual Carey Conference, 2023, and Finance Down Under, 2018.
MBA Teaching All-Star recognition at UNC Chapel Hill in 2014, 2016, 2019, and 2020.
Weatherspoon Award for Excellence in Ph.D. Teaching, UNC Chapel Hill, 2013.
Research
Research Themes
International Finance
This line of research develops international asset-pricing models in which long-run global risks and recursive preferences help explain real exchange rates, international risk sharing, and systematic currency risk premia.
Frequently cited contributions
- Risks for the Long Run and the Real Exchange Rate
- International Asset Pricing with Recursive Preferences
- Currency Risk Factors in a Recursive Multi-Country Economy
Asset Pricing
This line of research shows that equity risk premia reflect not only exposure to standard market risks, but also investors’ expectations about macroeconomic tail risks and firms’ sensitivity to state-dependent political sentiment.
Frequently cited contributions
- Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory
- The POP Premium: Populism and the Cross-Section of Stock Returns
Climate Finance
This line of research studies how climate risks affect economic growth, financial markets, exchange rates, and international capital flows, linking physical climate exposure to asset prices and cross-country risk sharing.
Frequently cited contributions
- Temperature and Growth: a Panel Analysis of the United States
- International Climate News
Financial Econometrics
This line of research develops empirical tools for modeling time-varying correlations in financial markets and shows how dynamic dependence across assets can be measured, tested, and used in portfolio allocation.
Frequently cited contributions
- Testing and Valuing Dynamic Correlations for Asset Allocation
- A Component Model for Dynamic Correlations
Seminars and presentations
Invited seminars and conference presentations
The map reports cities in which I have given invited seminars, conference presentations, keynote lectures, or major research presentations.
The full chronological list of presentations is available in my CV.