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 Banking & Finance, Journal of Empirical Finance, Journal of Financial Research, Financial Review, and Journal of Business Research.
My primary teaching areas are investments, security analysis. advance econometrics, and valuation. I am currently teaching Financial Management, and Security Analysis and Portfolio Management at Texas A&M Corpus Christi. 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 also created two new PhD level courses
There is a growing demand for finance people who have solid knowledge about the world finance and PYTHON programming! My main goal in teaching finance, in particular investments, is to bring the recent innovations and ever-changing industry standards in my lectures. For example, I am currently incorporating Python in my Security Analysis and Portfolio Management class.
Python has been on the programming stage for over two decades. In addition to its several technical advantages compared to other programming languages (i.e., easy to learn and plenty of online learning resources, and extensive data visualization support), Python's practical application covers several industries including major investment banks. I designed this class for my students who do not have any programming experience. At the end of this class, my students can learn how to pull data from online resources (i.e., Yahoo Finance, SEC etc.), to implement risk-return analysis, Markowitz portfolio optimization, and Monte-Carlo simulations.
This is a in-class example that my students generate efficient frontier and sharpe ratios of various portfolios composed of GOOGLE, WALMART, and FACEBOOK stocks using Markowitz Optimization
It takes one click for my students to generate a figure to compare four different ETFs (IVV - iShares Core S&P 500; IJR - iShares Core S&P Small-Cap; IJH - iShares Core Mid-Cap; IWD - iShares Russell 1000 Value) in any time horizon.
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College of Business
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