"A ciência não é uma ilusão. A ilusão é a nossa crença de que a ciência pode responder a tudo."
– Adélia Prado in "O Coração Disparado"
Welcome!
I am a Finance PhD student at the Kellogg School of Management, Northwestern University. I am available for interviews for the 2024-2025 Job Market season!
My research interests span Asset Pricing, Econometrics, and Macro-Finance topics. Currently, my work mainly focuses on understanding how macroeconomic variables and different shocks impact the dynamics of the American yield curve.
I also have a secondary agenda testing implications of models with subjective beliefs for the predictability of market returns.
In the past, I worked on high frequency econometric techniques for factor models. Such work has been featured at the Journal of Econometrics.
PhD Committee:
- Viktor Todorov (chair, Northwestern University)
- Torben Andersen (co-chair, Northwestern University)
- Robert Korajczyk (Northwestern University)
- Caio Almeida (Princeton University)