What is the Consumption-CAPM missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Model
|23 May 2012
|13:00-14:00 (Timezone: Europe/London)
|ICMA Centre, Room G03/04
He is also a research affiliate of the International Macroeconomics and Financial Economics programmes of the Centre for Economic Policy Research (CEPR), and an associated editor of Economica. His research has been published in top economics and finance journal such as the Journal of Political Economy and The Review of Financial Studies. He was awarded a Ph.D. by the Department of Economics at Princeton University where he was also affiliated with the Bendheim Center for Finance and the Woodrow Wilson School of Public and International Affairs. He first joined the LSE Economics Department in 2005, where he has been awarded tenure in 2009, and he has also been a visiting assistant professor of economics and finance at the Tepper School of Business at Carnegie Mellon University. His research interests span macroeconomics, finance, and the frontier of applied econometrics.