I am a Lecturer (Assistant Professor) in Finance at the University of Liverpool Management School. I hold a Ph.D. in Finance and Economics from the Institute of Economic Studies, Charles University.
My main research focus spans topics in empirical asset pricing and financial econometrics. I am especially interested in how investors price asymmetric and tail risk in the cross-section of asset returns. Moreover, I combine this stream of literature with literature that investigates the pricing of exposures to common factors.
My research was published in the Journal of Financial Econometrics (see here).