ROHIT ALLENA

  I am an Assistant Professor of Finance at C.T. Bauer College of Business, University of Houston. My research interests are in Asset Pricing and Market Microstructure, with an emphasis on understanding the econometrics behind Machine Learning-based inferences and Bayesian-based inferences in Finance. I am also a consultant to Millennium Management, where I translate some of my academic research into practice.  

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Prior to joining Bauer, I obtained a Finance Ph.D. at the Goizueta Business School, Emory University, in the Summer 2021. In my dissertation, titled ``Three Essays on Estimation Uncertainty", I show why and how considering estimation uncertainty is important in answering three fundamental asset pricing and market-microstructure questions. My dissertation essays, one of which won a Cubist Systematic Strategies award for outstanding research at the Western Finance Association (WFA) 2020 annual meetings, are available here.

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  Before starting my Ph.D., I obtained bachelor's and master's degrees in Statistics at Indian Statistical Institute, where I received Dr. N.S. Iyenger Award for Best Student of Econometrics.