I conduct applied research in consumer finance, real estate finance, macroeconomics, and financial policy. I employ real-world, high-resolution data to examine mortgage markets, housing dynamics, financial crises, and the use of artificial intelligence and machine learning in finance. I focus on research that advances both scholarly understanding and practical decision-making, tackling problems that matter for lenders, investors, and economic policymakers.

I aim to help policymakers better understand distributional consequences and embrace targeted tools to manage those consequences. I am interested in particular in racial and gender discrimination in housing and financial markets, and in how these interact with opportunity in the wider economy. I deploy big data and high-performance computational models when these tools can illuminate complex relationships that simpler models might miss, helping resolve debates that otherwise stagnate. I favor structural models for their interpretability and robustness to changing underlying circumstances, and I am currently exploring whether advantages arise from combining structural modeling with AI/ML.

I supervise research dissertations at Cambridge in the BA, MPhil, MSt, and PhD. I take an active interest in my students’ research, and have supervised over two dozen dissertations in fields spanning housing markets, commercial real estate, REITs, bank portfolios, climate risk, securitization, and more. While I enjoy mentoring students, please note with my apologies that I am not accepting unsolicited requests for supervision from outside the university.

My publications and working papers are listed below.