Research Areas
Empirical Asset Pricing, Financial Econometrics, Machine Learning, Investment Management
Education
Ph.D. in Finance, Rutgers University, 2023
M.S. in Financial Statistics & Risk Management, Rutgers University, 2018 (Transferred)
B.S. in Math and Applied Math, Southwestern University of Finance and Economics, 2017
B.S. in Economics, Southwestern University of Finance and Economics, 2017
Professional Experience
Assistant Professor of Finance, Nankai Business School, Nankai University, Sept 2023 - Current
Part-time Lecturer, Rutgers Business School, Rutgers University, Jan 2023 - May 2023
- Automated Volatility Forecasting (with Sophia Zhengzi Li), Minor Revision, Management Science, 2023.
- Forecasting and Managing Correlation Risks (with Tim Bollerslev and Sophia Zhengzi Li), Submitted, 2023.
- Anomalies as New Hedge Fund Factors: A Machine Learning Approach (with Yong Chen, Sophia Zhengzi Li, and Guofu Zhou), Working paper, 2023.
