Research Interests
- Asset Pricing
- Financial Econometrics
- Behavioral Finance
Courses Taught
Number | Name | Level |
|---|---|---|
FIN 3507 | Security Analysis and Portfolio Management | Undergraduate |
FIN 4696 | Seminar in Investment Analysis | Undergraduate |
BA 9105 | Bus Rsrch Econometrics I | Graduate |
BA 9106 | Bus Rsch Econometrics II | Graduate |
Selected Publications
Recent
Li, Y., Ng, D., & Swaminathan, B. (2018). Predicting Time-Varying Value Premium Using the Implied Cost of Capital. Tokyo, Japan.
(2022). Volatility Risk Premium.