Aaditya J Muthukumaran

I am a senior at MIT majoring in math and economics. Before coming to college here, I grew up in Chennai, India where I completed high school. I have always been passionate about mathematics. At MIT, I grew interested in economics - especially finance - due to the extraordinary events of 2008. I have done some research work at Wharton and at the New York Federal Reserve in past summers. My research interests are in asset pricing and attempting to model and forecast measures of risk in the economy. At the Fed, I was working on modeling tail risks of commodity futures by studying their returns in a high frequency data set, and studying how these risks varied over time. I did similar work at Wharton - trying to come up with measures of disaster probabilities and risk in the global economy to better explain the equity premium puzzle. I think Stern would be a perfect place for me to further explore my interests for my PhD. The quality of faculty at Stern, especially in my area of interest is - I believe - unparalleled. Also, Stern being at the heart of NYC - the financial capital of the world - has its obvious advantages for someone wanting to do empirical asset pricing.