London School of Economics
United Kingdom of Great Britain and Northern Ireland
Work
London School of Economics and Political Science Department of Finance
|Associate Professor
United Kingdom of Great Britain and Northern Ireland
→
Education
Princeton University
United States of America
→
PhD
Publications
An information-theoretic asset pricing model
Journal of Financial Econometrics
journal-article
The spread of COVID-19 in London
Journal of Econometrics
journal-article
Bayesian solutions for the factor zoo
Journal of Finance
journal-article
Network risk and key players
Journal of Financial Economics
journal-article
The spread of COVID-19 in London
Systemic Risk Centre Discussion Papers, Financial Markets Group Discussion Papers
working-paper
Bayesian solutions for the factor zoo
Systemic Risk Centre Discussion Papers, Financial Markets Group Discussion Papers
working-paper
Consumption in asset returns
Systemic Risk Centre Discussion Papers, Financial Markets Group Discussion Papers
working-paper
What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models
Review of Financial Studies
journal-article
An information based one-factor asset pricing model
Financial Markets Group Discussion Papers
working-paper
Human capital and international portfolio diversification: a reappraisal
Journal of International Economics
journal-article
Human capital and international portfolio diversification
Systemic Risk Centre Discussion Papers
working-paper
Human capital and international portfolio diversification: a reappraisal
Systemic Risk Centre Discussion Papers
working-paper
Information asymmetries, volatility, liquidity and the Tobin Tax
Financial Markets Group Discussion Papers, Paul Woolley Centre Discussion Papers
working-paper
Information asymmetries, volatility, liquidity, and the Tobin Tax
Systemic Risk Centre Discussion Papers
working-paper
Network risk and key players
Financial Markets Group Discussion Papers, AXA Working Paper Series
working-paper
Can rare events explain the equity premium puzzle?
Review of Financial Studies
journal-article
What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models
Financial Markets Group Discussion Papers
working-paper
Can rare events explain the equity premium puzzle?
Financial Markets Group Discussion Papers
working-paper
Money illusion and housing frenzies
Review of Financial Studies
journal-article
Households' portfolio diversification
working-paper
Labor income risk and asset returns
working-paper
Money illusion and housing frenzies
working-paper
Money illusion and housing frenzies
working-paper
Money illusion and housing frenzies
Financial Markets Group Discussion Papers
working-paper
Consumption risk and the cross-section of expected returns
Journal of Political Economy
journal-article
Human capital and international portfolio choice
working-paper
Consumption risk and cross-sectional returns
working-paper
The international diversification puzzle is not worse than you think
working-paper
La diversificazione del portafoglio delle famiglie italiane
Xix Rapporto Sul Risparmio e Sui Risparmiatori in Italia
book-chapter