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Current contact address
| Country | United States of America |
|---|---|
| City | Philadelphia |
| Institution | University of Pennsylvania (UPenn) |
| Institute | Department of Economics |
Profile
| Research fields | Business Administration,Economic Theory,Mathematical and Applied Statistics |
|---|---|
| Keywords | Volatility and correlation, Financial markets, term structure of interest rates, financial econometrics, risk management, portfolio allocation, asset prici |