His research interests include capital markets, asset pricing and growth theory.
His main research interest is in asset pricing, investment and risk management, and international finance.
His main research interest is in asset pricing, investment and risk management, and decision theory.
His main research interest is in asset pricing, investment management, financial derivatives, and international financial markets.
Typically, financial modelling is understood to mean an exercise in either asset pricing or corporate finance, of a quantitative nature.
His research interests are in the areas of asset pricing, macroeconomics and computational methods.
In Finance, his work focuses on Market microstructure and asset pricing.
His results justified some key assumptions underlying much of the modern work on asset pricing.
His research interests are in the areas of asset pricing, capital markets and financial institutions.
He concentrates on asset pricing, portfolio choice for long-term investors, and household finance.