His research interest are in the intersection of finance, decision analysis, and microeconomics, particularly in how people and institutions make decisions based on their risk profiles based in their tolerance, and how could that behavioral data could be used to improve current valuation models.
Has as well other broader interest that could be delimited into capital markets, financial institutions, risk management and analysis, money and banking, and family firms.
Current Work:
Working on a paper where we aim to mitigate overconfidence transmission in crowdfunding contexts
Working on a paper about Markowitz’s optimal portfolio theory with utility curves for decision analysis
Researching how could be incorporated risk tolerance at an institutional level into a decision analysis framework
Researching how valuation models could be improved, both in terms of accounting for risk in an explicit way, and adjusting the current models into emerging markets for private equity investors.
Published Work: