Embedded Files
PHD CANDIDATE IN FINANCE, BI NORWEGIAN BUSINESS SCHOOL
Welcome!
I am a PhD candidate in Finance, currently working on uncertainty factor models. My areas of interest include international finance, behavioral and household finance.
I am a PhD candidate in Finance, currently working on uncertainty factor models. My areas of interest include international finance, behavioral and household finance.
CV UPDATED AUG 2025
RESEARCH
RESEARCH
MASTER THESIS
We propose a two-factor model that uses investor uncertainty proxied by News Implied Volatility innovations (NVIX) and the dollar factor to explain the profitability of the carry trade strategy. Our model explains 86% of the variation in currency returns. The NVIX innovations factor commands a negative risk premium of 12.9% per annum. In addition, we use NVIX’s forecasting ability in carry trade returns to hedge the downside risk and improve the profitability of the carry trade strategy.
Winner of the 2020 NFI Master Thesis Award
OTHER PROJECTS
OTHER PROJECTS
FINTECH BUSINESS PITCH
FINTECH BUSINESS PITCH
During the first Fintech class at BI Norwegian Business School, I was part of a team that developed and idea for a TaxAble app, designed to ease and simplify the process of calculating and filing household tax returns. We successfully pitched an in-depth business plan to a panel of executives and investors, who encouraged us to pursue the development of this project.
Contact:
Page updated
Google Sites
Report abuse