Research Interests: asset pricing, macroeconomics, information and uncertainty, sovereign debt
Professors Amir Yaron (Chair), Itay Goldstein, João Gomes, and Ivan Shaliastovich.
The Wharton School, University of Pennsylvania
- Ph.D. candidate, Finance, 2010 - Present
- M.A., Finance, 2012
Open University of Israel, Tel-Aviv, Israel
- M.B.A., Summa Cum Laude, 2007
- Studied in parallel to military service at IDF.
- B.A., Computer-Science, Cum Laude, 2004
- Studied in parallel to high-school & graduated during 12th grade.
- Good and Bad Uncertainty: Macroeconomic and Financial Markets Implications (with Ivan Shaliastovich and Amir Yaron), 2015
- Published in: Journal of Financial Economics 117 (2015) 369--397
- 2014 Outstanding Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research
- A Tale of Two Volatilities: Sectoral Uncertainty, Growth, and Asset-Prices, 2015
- Job Market Paper
- From Private-Belief Formation to Aggregate-Vol Oscillation, 2014
- The U.S. Economy and Sovereign Defaults, 2012
- Awarded Best Second-Year Paper
Work In Progress
- How Much Private Information Do Managers Have? Evidence From Structural Estimation, 2015.
Earlier Work Experience
- Lecturer, Open University of Israel, Tel-Aviv, Israel, 2008-2010
- Research Assistant, Bar-Ilan University & Hebrew University, 2008-2010
- Software Developer and Personnel Interviewing Officer, Israel Defense Forces, The Intelligence Corps, 2004-2008