About me

I am an Associate Professor in the Department of Mathematics at the University of Miami. My research focuses on stochastic control and its applications to finance and insurance. In recent years, my work has centered on the theory of Predictable Forward Performance Processes (see here, here, and here) and on optimal consumption and investment problems with habit formation and loss aversion (see here, here, and here). Additional information about my research can be found on my publications page.

I received my DPhil in Mathematics from the University of Oxford in 2014 under the supervision of Thaleia Zariphopoulou. Further details are available on my Mathematics Genealogy Project page and in my curriculum vitae.