I am an Assistant Professor in Econometrics at the Erasmus School of Economics. I received my Ph.D. in Economics in 2013 from the Humboldt University of Berlin. Prior to joining Erasmus, I had postdoctoral appointments at Humboldt University of Berlin, University of Pennsylvania and Singapore Management University.
My work is concerned with developing statistical methods to study dynamic high-dimensional data settings and relies on nonparametric and semiparametric approaches, as well as graphical models. The applications of the research lie mostly in the field of finance, where I am particularly interested in asset pricing and systemic risk.
This is my curriculum vitae.
Ph.D. in Economics, 2013
Humboldt University of Berlin
Master of Science, 2008
Humboldt University of Berlin
Bachelor in Economics, 2005
West University of Timișoara
Peer-Reviewed Articles
Working Papers
Book Chapters