University of Basel

Faculty of Business and Economics


Work in Progress

  • A Theory of Moral Wealth 
  • On the Moral (In)Consistency of Sustainable Wealth (with Julia Meyer)
  • Market Sentiment and the Sustainability Risk Premium (with Julia Meyer)

Publications and Preprints

  • Doing  Well While Feeling Good. Working paper, 2020  [link]
  • The Willingness to Pay for Diversification. Working paper, 2019  [link]
  • How Elementary is Diversification? A Study of Children's Portfolio Choice (with Enrico De Giorgi).  Working paper, 2019  [link]
  • Naive Diversification Preferences and their Representation (with Enrico De Giorgi). Journal of Economic Theory (forthcoming), 2019
  • On the Consistency of Choice. Theory and Decision,  Volume 83, Number 4, 2017.  [link]
  • The Temporal Dimension of Risk. Journal of Risk, Volume 19, Number 3, 2017.  [link]
  • Drawdown: From Practice to Theory and Back Again (with Lisa R. Goldberg). Mathematics and Financial Economics, Volume 11, Number 3, 2017.  [link]
  • Diversification Preferences in the Theory of Choice (with Enrico De Giorgi). Decisions in Economics and Finance, Volume 39, Issue 2, 2016.  [link]
  • Minimizing Shortfall (with Lisa R. Goldberg and Michael Hayes). Quantitative Finance, Volume 13, Number 10, 2013.  [link]

Book reviews

  • "Louis Bacheliers' Theory of Speculation: The Origins of Modern Finance", by Mark Davis and Alison Etheridge. Quantitative Finance, 2018
  • "A Probability Metrics Approach to Financial Risk Measures" by Svetlozar T. Rachev,  Stoyan V. Stoyanov, and Frank J. Fabozzi. Journal of Risk and Insurance, 2016.
  • "Discrete Time Series, Processes, and Applications in Finance" by Gilles Zumbach. Quantitative Finance, 2014.


  • Second-Order Algebraic Theories. PhD Dissertation, University of Cambridge, 2011.  [link]
  • Functorial Semantics of Second-Order Algebraic Theories (with Marcelo Fiore). Mathematical Foundations of Computer Science, 2010.  [link]