Welcome to my website.
I presently hold a joint appointment as a Professor of Finance and Economics in the Belk College of Business. Before joining the University of North Carolina at Charlotte in 2011, I held tenured appointments in economics at Clemson University and in finance at the University of Texas at Dallas.
My research interests include asset pricing, investments, empirical finance, and financial econometrics. I have published in the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Analysis, and a number of other finance and economics journals. My current research focuses on modeling time-series changes in volatility and developing new portfolio-optimization techniques.