I am a Lecturer (Assistant Professor) in Finance at the University of Liverpool Management School. I received my Ph.D. in Economics and Finance from the Institute of Economic Studies at Charles University.
My research lies at the intersection of empirical asset pricing and financial econometrics. I study how asymmetric and tail risks are reflected in the cross-section of expected returns, with particular emphasis on identifying economically distinct sources of priced risk behind alternative empirical measures. More broadly, I am interested in common factor structures, high-dimensional asset-pricing methods, and the economic mechanisms underlying cross-sectional return predictability.
My research is published or forthcoming in the Journal of Financial and Quantitative Analysis and the Journal of Financial Econometrics. My current work studies the priced dimensions of asymmetric risk and how firms’ external-hiring technologies shape worker selection and asset prices. See my Research page for papers, abstracts, data, and code.