If you made any changes in Pure these will be visible here soon.

Personal profile


I am the Senior Lecturer of Quantitative Finance at the School of Mathematical Sciences at the Monash University. Before, I was a Post-Doctoral researcher at the Swiss Finance Institute at EPFL , EPFL and the European Center for Advanced Research in Economics and Statistics (ECARES), Free University of Brussels, Belgium.

Please visit my personal homepage for detailed informaiton about my research!

Research area keywords

  • Financial Econometrics
  • Quantitative Finance
  • Tail Risk


Recent external collaboration on country/territory level. Dive into details by clicking on the dots or