- Ph.D., Finance, London Business School, 2009
Fields of Interest
Board of Governors of the Federal Reserve System
- 2009 - present
- Aramonte, Sirio, Marius Rodriguez, and Jason J. Wu (2011). "Dynamic Factor Value-at-Risk for Large, Heteroskedastic Portfolios," Finance and Economics Discussion Series 2011-19. Board of Governors of the Federal Reserve System (U.S.).
Last update: March 13, 2013