About me:

I am currently a final-year Ph.D. candidate at London Business School. I am fortunate to be advised by Svetlana Bryzgalova and Victor DeMiguel. I will join the Chinese University of Hong Kong as an Assistant Professor of Finance in Autumn 2024.

My research interest lies in the intersection of empirical asset pricing, applied financial econometrics, and machine learning. I am particularly interested in evaluating and improving the performance of asset-pricing factor models, and studying how asset prices/returns are related to economic fundamentals.

Before coming to LBS, I received a Master of Science degree in Operations Research from Columbia University and a Bachelor of Arts degree in Mathematical Economics and Finance from the Central University of Finance and Economics.

News:

• I have received an invitation to revise and resubmit to The Journal of Financial Economics the manuscript "Comparing Factor Models with Price-Impact Costs."

• In December 2023, I received the Cecilia Reyes Award for Research Students at London Business School

• In October 2023, the paper "Asset-Pricing Factors with Economic Targets" won the 2023 INFORMS Finance Student Paper competition

• In June 2023, the paper "Asset-Pricing Factors with Economic Targets" won the Bates-White Best Paper Prize at SoFiE Annual Meeting