Hi! π
I am a 4th year Finance Ph.D. student at Kellogg School of Management. My interests are in Empirical Asset Pricing, Financial Econometrics and Machine Learning. My current research deals with identifying the effect of public information shocks in stock-specific risk (mainly the CAPM $\beta$). You can check all my research papers in the Research page.
π Education
- Ph.D in Finance, Kellogg School of Management, 2025 (expected)
- M.S. in Economics, SΓ£o Paulo School of Economics - Getulio Vargas Foundation (FGV-EESP), 2020
- B.A. in Economics, IBMeC, 2017
π Research Experience
I have accumulated research experience in the fields of Economics and Finance since 2017. Outside the universities I have been to, I have conducted research for companies like the Brazilian Federation of Banks and the Brazilian Stock Exchange (B3), where I have dealt with high-frequency data on stock purchases and studied the behavior of investors. I have also been member of the Macroeconomics Laboratory in my undergraduate institution, tracking the Brazilian economy, writing reports and perform predictive models about inflation and GDP.
π¨βπ« Teaching Experience
I have been a Teaching Assistant (TA) for many courses at all the schools I have been. The courses Iβve TAβd for were mostly in econometrics and finance, but I have also worked with other fields. Please check the Teaching page for more information.
π» Computer Skills
You can check my CV here or download it here