I am a (non-tenure track) Assistant Professor at the Laboratory for Mathematical Economics and Applied Microeconomics (LEMMA).

I specialize in Asset Pricing and Decision Theory. I am working on extensions of the Fundamental Theorem of Finance with market frictions. I develop (dynamic) Choquet Pricing Rules, Multiple Priors Pricing Rules, and Rank-Dependent Pricing Rules in my working papers. I also calibrate Rank-Dependent Pricing Rules on market data. 

At Paris Panthéon Assas University, I teach Applied Microeconomics: Finance and Insurance, Portfolio Theory, Econometrics for Financial Markets, Risk Measures and Quantitative Risk Management.