Academic Background

I have two degrees from Brigham Young University, a first degree in Physics and a second degree in Statistics. I received a Ph.D. in Mathematical Statistics from the Statistical Laboratory at the University of Cambridge. My Ph.D. supervisor was Gareth Roberts.

I am currently part of the Marketing department in the Smeal College of Business at the Pennsylvania State University and I have a joint appointment with the department of Statistics. In addition, I have extensive experience consulting in the Finance Industry (e.g. Morgan Stanley and Goldman Sachs) and I am currently working on a number of Finance related papers.

Research

Current CV Bio

Finance Related Working Papers:

· Smoothing, Persistence, and Hedge Fund Performance Evaluation

· Closed-Form Asymptotics for Local Volatility Models

· Bayesian Quadrature Approaches to State Price Density Estimation

National Institute of Finance

I have been involved with a group of concerned citizens, who are calling for better data and analytic tools for the Financial Regulators.

For details see the Committee to Establish a National Institute of Finance.

Family Photos

And Then the Twins Came (2004): Page 1, Page 2, Page 3