Assistant Professor of Finance
I joined the Department of Accounting, Finance and Business Law at the College of Business, Texas A&M University Corpus Christi as an Assistant Professor of Finance as of Fall 2020.
My main research interests focus on empirical asset pricing, institutional investors, and mutual funds, with recent projects primarily focused on the market frictions and trading behavior of mutual fund managers. My research has been published in the Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Journal of Banking & Finance, Journal of Empirical Finance, Journal of Financial Research, Financial Review, and Journal of Business Research.
I am currently teaching Financial Management, Managerial Finance, Investments, and Security Analysis and Portfolio Management at Texas A&M University Corpus Christi.
The world of finance is changing, and there is growing demand for people who have solid knowledge about how to use, analyze, visualize, and interpret financial data (BIG DATA). In my Security Analysis and Portfolio Management class, I am currently teaching Python to my undergrad students who have no prior experience in programming. The advantage of such approach is that it allows my student to access the real-time data of any asset and implement what they have learned, create portfolios and track the performance using the Fama and French factor models (Yes!, using Python, you can access any "free" data"). I am currently working on some lectures about Machine Learning/Artificial Intelligence in finance.
Previously, I taught courses on corporate finance, financial management, financial statement analysis, mutual fund management, investments, and econometrics at both the undergraduate and graduate levels.
I joined the Department of Accounting, Finance and Business Law at the College of Business, Texas A&M University Corpus Christi as an Assistant Professor of Finance as of Fall 2020.
My main research interests focus on empirical asset pricing, institutional investors, and mutual funds, with recent projects primarily focused on the market frictions and trading behavior of mutual fund managers. My research has been published in the Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Journal of Banking & Finance, Journal of Empirical Finance, Journal of Financial Research, Financial Review, and Journal of Business Research.
I am currently teaching Financial Management, Managerial Finance, Investments, and Security Analysis and Portfolio Management at Texas A&M University Corpus Christi.
The world of finance is changing, and there is growing demand for people who have solid knowledge about how to use, analyze, visualize, and interpret financial data (BIG DATA). In my Security Analysis and Portfolio Management class, I am currently teaching Python to my undergrad students who have no prior experience in programming. The advantage of such approach is that it allows my student to access the real-time data of any asset and implement what they have learned, create portfolios and track the performance using the Fama and French factor models (Yes!, using Python, you can access any "free" data"). I am currently working on some lectures about Machine Learning/Artificial Intelligence in finance.
Previously, I taught courses on corporate finance, financial management, financial statement analysis, mutual fund management, investments, and econometrics at both the undergraduate and graduate levels.
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College of Business
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