The main research questions I have been studying revolve around risk measurement and how risk measures, and risk perceptions, affect the decision-making process of individuals and – in some cases – of financial institutions. I have published peer reviewed articles on applications of risk measurements that try to show how the use of different metrics can lead to different and conflicting choices. My current research project revolves around risk diversification using smart beta strategies for the construction of portfolios.
Another main area of my research agenda is “behavioral economics”. I am particularly interested in studying decision making processes that don’t rely on the use of utility functions and behavioristic methodologies. For instance, my doctoral dissertation used Herbert Simon’s thinking aloud protocol and tools from cognitive science to study the decision-making process involved in buying health insurance at the marketplace. My future research plans in this area consists of developing a similar approach for applications to problems related to risk perception.
I also have interests in philosophy of economics and history of economic thought. I consider these two areas of central importance when pursuing interdisciplinary work in economics. At present, I am working on two projects on economic methodology and history of economic thought in connection to “behavioral economics”.
I regularly teach courses on financial economics, intermediate microeconomic analysis, and principles of economics. Prior to academia, I accumulated 10 years of professional experience in finance (7 years in the private sector working mostly on corporate finance at BellSouth Latin America, and the remaining 3 years in the public sector working in a treasury/consultant role).