Welcome to my webpage at Tilburg University. I am an assistant professor in the Department of Econometrics & OR, and I hold a PhD in Finance from Goethe University Frankfurt.
My current research focuses on various aspects of asset pricing, climate finance, and environmental economics. I am keen on analyzing how climate change affects financial markets and the real economy. I am particularily interested in how carbon taxation triggers the transition towards a low-carbon economy and how it changes the investment behavior of market participants towards more sustainable investment opportunities such as ESG funds. Thus, my research is closely related to sustainable finance and consumption-portfolio choice over the life cycle. Besides, I enjoy developing innovative solution methods for (some of) these problems basing on duality approaches or machine learning.