Main areas. Finance, Economics, Statistics, Data Science.
Programming skills. Proficient in R. I am familiar with Octave, MATLAB, Python and LaTeX editors.
Computer skills. Weka, GGobi, E-Views, Stata, Gretl, SPSS, among others.
Research interests. Empirical asset pricing; beta and SDF pricing models and tests; financial econometrics; GMM estimation and inference; portfolio allocation models and performance; computational finance; data science applications in business.
Teaching interests. Introductory economics (microeconomics, macroeconomics), economic analysis, quantitative finance, computational finance with R, risk management, financial modeling, financial econometrics, statistics.