Prior to joining Wharton, he was at the Bendheim Center for Finance at Princeton University. His research focuses on theoretical and empirical asset pricing, and emphasizes the role of tail risks in the determination of equilibrium returns and funding liquidity. His recent papers develop option-based methods for evaluating the performance of hedge funds, currency returns, and the dynamics of repo market financing terms. Jakub’s work has appeared in leading academic journals, such as the American Economic Review, the Journal of Finance, and the Journal of Financial Economics.