My main research interests are in the area of finance, in particular behavioral finance and financial derivatives. I often combine theoretical, empirical and (sometimes) experimental methods.
My current research is mainly focused on:
- Financial derivatives (e.g. investor preferences on structured financial products).
- Behavioral finance (e.g. application of behavioral finance to investment decisions; behavioral game theory).
- Behavioral decision theory (e.g. prospect theory preferences)
- Cultural finance
Currently I am also working on questions concerning COVID-19.
- Publications in peer-reviewed journals in economics and finance
- Selected working papers
- Publications in Math
- Other publications
- Publications available at SSRN