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 appeared in the Journal of Financial and Quantitative Analysis and Journal of Financial Econometrics.