RECENT WORK
A selection of recent publications, commentary, and presentations reflecting current research, industry developments, and evolving perspectives on quantitative investing, ETFs, portfolio strategy, and market structure.
June 2026
Module 2: Evaluating ETFs
A practical guide to exchange-traded fund (ETF) due diligence, this module introduces a framework for evaluating efficiency, tradability, and fit, with real-world case studies across investor types to support informed ETF selection decisions.
April 2025
Module 1: ETF Features and Evolving Landscape
This first of three modules of an updated CFA Institute Research Foundation guide explores the properties, benefits, mechanics, and history of exchange traded funds (ETFs). It describes the factors behind ETF’s exponential growth and evaluates the U.S. ETF landscape.
April 2024
Managing Downside Equity Risk as an Asset Allocation Strategy: A Look Back at Early Institutional Applications
Downside risk management has been a core component of institutional investing for decades. This analysis explores the historical use of derivative-based hedging strategies and their growing accessibility through contemporary ETF structures.