I am a researcher focusing on strategic and tactical asset allocation topics. I work at Norges Bank Investment Management, and was previously a financial economist at the Bank of England.
Interests
- Strategic Asset Allocation
- Tactical Macro
- Asset Pricing
- Macroeconomics
- Econometrics and Forecasting
Investment Research
(2023).
Drivers of listed and unlisted real estate returns.
NBIM Discussion Note.
(2023).
Macro trends and long-horizon returns.
NBIM Discussion Note.
(2023).
Withdrawals from the GPFG and potential trade-offs.
NBIM Discussion Note.
(2021).
Modelling equity market term structures.
NBIM Discussion Note.
(2021).
The asset pricing effects of ESG investing.
NBIM Discussion Note.
Published Articles and Working Papers
(2024).
Simulating long-horizon returns on government bonds.
Journal of Fixed Income (forthcoming).
(2022).
Understanding international long-term interest rate comovement.
Advances in Econometrics, 44, September 2022, p. 147-189.
(2018).
Financial market volatility, macroeconomic fundamentals and investor sentiment.
Journal of Banking & Finance, 92, July 2018, p. 130-145.
(2015).
A joint affine model of commodity futures and US Treasury yields.
Bank of England Working Paper.
(2015).
A forecast evaluation of expected equity return measures.
Bank of England Working Paper.