I was born and raised in Rio de Janeiro, Brazil, where I acquired my passion for economics and finance living through the (ultimately successful) monetarist experiments to conquest the Brazilian inflation. Currently, I'm an associate professor of finance at University of Rochester Simon Graduate School of Business. From July 2011 to June 2017, I was an assistant professor of finance at Yale University Yale School of Management. I did my PhD in Financial Economics at the University of Chicago, graduating in 2011, and my undergraduate and master studies back in Brazil at the Rio de Janeiro Federal University and PUC-RJ respectively. I do research to understand how asset prices, financial intermediation, and the macroeconomy are related.
Quantitative Finance with PythonTheory of Finance
- Research Interests
Financial Intermediation, Asset Pricing, Monetary Policy
- Teaching Interests
Quantitative investing, Macrofinance
Text SelectionJournal of Business & Economic Statistics, 2021When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response2021Review of Financial StudiesIssue11Volume34Capital Immobility and the Reach for Yield2019Journal of Economic TheoryIssue2019Volume183Should long-term investors time volatility?2019Journal of Financial EconomicsIssue3Volume131The macroeconomics of shadow banking2017The Journal of FinanceIssue6Volume72Volatility-Managed Portfolios2017The Journal of FinanceIssue4Volume72News implied volatility and disaster concerns2017Journal of Financial EconomicsIssue1Volume123Career concerns versus entrenchment in money management: quantifying limits to arbitrage using lockup maturities2011The University of Chicago