Research Interests

My research interests span management science and financial economics, including option valuation and portfolio management. Below, are some writings related to recent research topics.

Recent Publications:

The Real Options Content of Oil Producer Stocks, Applied Financial Economics, Vol. 21, pp. 217-231, 2010

Do Leveraged and Inverse ETFs Converge to Zero, Institutional Investor Journals Guide to Exchange Traded Funds, Vol. 8, 2009 (supplement page)