I am the Equitable Life Fellow and Associate Professor in Finance at the School of Business and Economics, Wilfrid Laurier University (WLU). I am also an affiliated member of the Waterloo Research institute in Insurance, Securities and Quantitative finance (WatRISQ), University of Waterloo.
I hold a PhD in Finance from the Bauer College of Business, University of Houston, and MA degrees in Economics from Rutgers University and the Gokhale Institute of Politics and Economics, Pune, India. Prior to joining Laurier in 2000, I was a visiting Assistant professor at the Faculty of Management in McGill University.
My research is broadly in the areas of risk-management and fixed income markets. My publications have appeared or forthcoming in the Journal of Financial Economics, Journal of Banking and Finance, Journal of Financial Intermediation, Journal of Empirical Finance, Journal of Financial Research, Journal of Fixed Income, Pacific Basin-Finance Journal, Journal of Futures Markets, Journal of International Financial Markets, Institutions & Money, among others. My work has been cited in top journals such as Journal of Finance, Management Science, Journal of Empirical Finance, Journal of Econometrics, Journal of Accounting and Economics, Journal of Financial Econometrics, and Econometric Reviews, among others.
I was awarded best paper awards in derivatives and risk management at the Mid West Finance Association Conference (2003) and Northern Finance Association (2004). My research is supported by several competitive grants funded by SSHRC, and CFI among others. I have presented my work at several institutions and conferences around the world.
My industry experience includes various assignments in risk assessment at Bank United and Duke Energy, both based in Houston, and more recently as a Quantitative analyst with the Fixed Income R & D Group at Bloomberg, New York.
I have taught courses in Financial Institutions, Derivatives, Investments, Corporate Finance and Fixed Income Analysis at several institutions including Rutgers University, University of Houston, McGill University and Indian School of Business. At Laurier, I teach PhD and MBA courses in Derivatives and Risk Management, and Fixed Income. I received on several occasions commendation letters from the Deanís office for Teaching Excellence.
I was the Director of the Lauirer Financial Services Research Centre during 2007-2013. As a director of the Lauirer Financial Services Research Centre I was responsible for promoting research by facilitating workshops, seminars and annual conferences, and providing a venue for the interaction of academics and practitioners. I was a co-organizer of the 2012 Northern Finance Association (NFA) Conference at the Niagara Falls.