About
My research project
Essays in Financial EconomicsArash's research lies in financial economics, combining both theoretical and empirical approaches, with a focus on securities financing markets, in particular securities lending and repo markets. His job market paper, “Performance Constraints as Limits to Securities Lending: Evidence from Public Pension Funds” investigates why securities lending remains limited for institutions such as pension funds, even in the absence of regulatory constraints. The paper develops a general equilibrium model with internal performance constraints and provides empirical evidence showing how these limits affect lending activity of U.S. public pension funds.
Supervisors
Arash's research lies in financial economics, combining both theoretical and empirical approaches, with a focus on securities financing markets, in particular securities lending and repo markets. His job market paper, “Performance Constraints as Limits to Securities Lending: Evidence from Public Pension Funds” investigates why securities lending remains limited for institutions such as pension funds, even in the absence of regulatory constraints. The paper develops a general equilibrium model with internal performance constraints and provides empirical evidence showing how these limits affect lending activity of U.S. public pension funds.
ResearchResearch interests
Financial Economics, Macro-Finance, General Equilibrium Theory, Behavioral Economics and Finance, Pedagogical Research
Research interests
Financial Economics, Macro-Finance, General Equilibrium Theory, Behavioral Economics and Finance, Pedagogical Research
Teaching
Module Leader:
Intermediate Microeconomics 1 (2026/27)
Seminar Tutor:
- Principles of Microeconomics (UG, Prof. Neil Rickman)
- Intermediate Microeconomics, LSA Revision Sessions (UG, Dr. David Walker)
- Introduction to Microeconomics (UG, Dr. Peter Sims)
- Mathematical Methods and Applications (UG, Dr. Ioannis Lazopoulos)
- Mathematics for Economics (UG, Dr. Federico Martellosio)
- Computational Methods in Macroeconomics, MATLAB Workshops (UG, Dr. Hitoshi Tsujiyama)
- Quantitative Research Methods, RStudio Workshops (UG, Prof. Ian Brunton-Smith)
- Researching the Social World, RStudio Workshops (UG, Dr. Giulia Berlusconi)