Working Papers

Transaction costs and capacity of systematic corporate bond strategies

Details PDF

Call Me Maybe: Anomalies in Callable Bond Prices

Details PDF

–°orporate Bond Price Reversals

Details PDF

(In)frequently Traded Corporate Bonds

Details PDF

Credit Spreads, Daily Business Cycle, and Corporate Bond Returns Predictability

Details PDF


I am teaching the following courses at VU Amsterdam:

  • Financial Markets and Institutions, 2020-present

I was a teaching assistant for these courses at the Univeristy of Lausanne:

  • Asset Pricing and Long-Term Portfolio Management (instructor: Johan Walden), 2019-2020
  • Fixed Income and Credit Risk (instructor: Michael Rockinger), 2019-2020
  • Fixed Income and Credit Risk (instructor: Artem Neklyudov), 2017-2018
  • Corporate Finance (instructor: Emanuele Tarantino), 2015-2016
  • Advanced Derivatives (instructor: Michael Rockinger), 2015-2017

I also lectured the following courses at the Higher School of Economics (Moscow):

  • Topics in International Finance (Master’s program), 2014-2019