I am an associate professor of finance at the University of Amsterdam, which I joined in 2012 after a PhD in Economics from Brown University. My current research studies the growing reliance on intangible assets and human capital across the economy, in particular how this transition affects corporate investment and employee retention. My previous research examined executive incentives from equity grants, and the interplay between Credit Default Swap markets and debt renegotiation.
I am currently Program Director of the MSc Finance. I manage a large team of faculty who teach a cohort of about 240 students per year. During my directorship, the program has added new course content on quantitative trading, FinTech, and sustainable finance.
I am also co-founder of the Junior European Finance seminar. JEF aims to provide junior faculty with feedback from and exposure to a broader audience than they received before the pandemic, as well as to strengthen research networks across European schools. Check out our webpage for upcoming events!
I specialize in teaching computer programming applications in finance. My approach emphasizes that programming is an exercise in logical thinking. A good programmer must know how to break down repetitive tasks into a well-structured set of instructions. In order for a computer to execute these instructions, the programmer must further ensure that they are complete and based on Boolean logic. I use this approach in the course "Data Analytics and Quantitative Trading" that I developed for the Master in International Finance. I also have experience teaching a programming bootcamp.
Master in International Finance: Investments and Algorithmic Trading (Block 1, Sept-Oct.)
Master in International Finance: Data Analytics and Quantitative Trading (Block 2, Nov.-Dec.)
Master in Finance: Advanced Corporate Finance (Block 1, Sept.-Oct.)
Executive Education: AI in Finance module (taught on demand)
Past Teaching at UvA
Master in Finance: Valuation (2014-2018)
Master in Finance: Corporate Governance (2013)
Bachelor: Corporate Finance (2012, 2013)
Note to students: Due to my current administrative responsibilities as Program Director of the MSc Finance, I generally do not have capacity to supervise master theses.
Limited Attention to Detail in Financial Markets: Evidence from Reduced-Form and Structural Estimation (with Henrik Cronqvist, Elisa Pazaj, and Zacharias Sautner), 2024, Journal of Financial Economics Forthcoming.
The Composition of Human Capital Within Firms (draft available upon request)
A Structural Break in EU Corporate Leverage Trends (with Enrico Perotti and Alessando Zona Mattioli; draft available upon request)