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housing price indices, real estate price dynamics, mortgage valuation models: prepayment and default, mortgage contract design, mortgage backed security trading and valuation, executive stock option valuation, energy efficient mortgage underwriting, climate risk

mortgage markets, prepayment modeling, valuation, hedging, term structure modeling valuation of derivative securities, application of non-parametric estimation techniques, pricing of derivatives

corporate financial reporting and financial statement analysis and corporate valuation, corporate sustainability measurement and disclosure and investing, cross-industry economic links and value creation along the supply chain, measurement of economic performance at the firm level and in the national accounts, nowcasting and forecasting economic performance using financial and alternative and non-financial data