: dynamic contract theory; delegated portfolio management; asset pricing theory; derivatives; optimal portfolio choice; truth incentive mechanism design and proper scoring rules.

2005– present; Richard N. Merkin (since 2013) Professor of Mathematical Finance, Caltech 2012–2013; Professor of Finance, EDHEC Business School, Nice 2009 – 2015, Affiliated Programme Faculty, EDHEC-Risk Institute, Nice 1999– 2006; Professor of Mathematics and Economics, U. of Southern California 1992–1999; Assistant and Associate Prof., Dept of Statistics, Columbia University 1993–94; Postdoc, Institute of Mathematics and its Applications, U. of Minnesota

• TEXTBOOK: “INTRODUCTION TO THE ECONOMICS AND MATHEMATICS OF FINANCIAL MARKETS” , with F. Zapatero. MIT Press, 2004.

• California Institute of Technology