Description: Policy functions summarize the key predictions of any dynamic investment model. They are easy to estimate and account for a large fraction of the variation in corporate investment. Estimated policy functions can also be used estimate deep parameters of a structural model of investment. Variance decomposition of empirical investment equations can be used to identify the key state variables in structural models.
Teaching
Teaching Assistant
FNCE726, Advanced Corporate Finance, Professor Itay Goldstein (EMBA) Spring 2018, Summer 2018, Summer 2019
FNCE203/726, Advanced Corporate Finance, Professor Christian Opp (UG, MBA) Spring 2018, 2019
FNCE611, Corporate Finance, Professor Itay Goldstein Spring 2019
FNCE612, Accelerated Corporate Finance II, Professor Vito Gala (MBA) Fall 2017
FNCE613, Macroeconomics and the Global Economic Environment (EMBA) Fall 2018
Awards and
Honors
2019 EFA Best Doctoral Student Conference Paper Prize
2019 CICF Yihong Xia Best Paper Award
2019 John Hodges PhD Prize in Finance, University of Pennsylvania
2019 George James Travel Award, University of Pennsylvania
2017-2018 Miller, Anderson & Sherrerd Graduate Fellowship in Finance, University of Pennsylvania
2019, 2017 Mack Institute Research Grant, University of Pennsylvania
2017-2018 Kleinman Center for Energy Policy Research Fund, University of Pennsylvania
