Austin, TX 78712
United States
University of Texas at Austin - McCombs School of Business
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critical theory, academic inquiry, free speech
Optimal Asset Allocation, Bayesian Econometrics, Dynamic Linear Models
causal inference, treatment effects, heterogeneous effects, subgroup effects, tree methods, Bayesian, nonparametric regression, nonlinear regression
Bayesian methods, dynamic portfolio selection, decision theory, model selection
Cross Section of Returns, posterior summarization, Bayesian modeling
portfolio optimization, passive investing, mean-variance optimization, decoupling shrinkage and selection
linear regression, regularization, treatment effect estimation, shrinkage
pandemic, risk measures, workplace safety, COVID-19, pandemic, Austin TX, viral spread, public health
