Working Papers
Rewriting Expected Returns, with Carter Davis, Stanislav Sokolinski, and Andrea Tamoni, 2025
Presented at: AFA 2027 (scheduled), FIRS 2026, AFE Asset Pricing Conference 2025, CFEA Conference 2025, New Perspectives and New Products in Asset Management
2. Textual Analysis of Short-seller Research Reports, with Alejandro Lopez-Lira, 2022, Code for LLMs (updated version Dec 2025)
Presented at: AFA 2023, CICF 2023, SFS Cavalcade NA 2023, EFA 2022, 4th Future of Financial Information Conference, Swedish House of Finance FinTech Conference, University of Bath, Kings College London
Featured by: Financial Times
3. Mutual Fund Risk Shifting and Risk Anomalies, with Nikolai Roussanov and Hongxun Ruan, 2021 (updated version Oct 2025), Revise & Resubmit
Presented at: AFA 2023, Harvard Business School, NYU Stern, 10th Helsinki Finance Summit, Tel Avivi University, Cardiff University, University of Utah, Bayes Business School, Stockholm School of Economics, EFA 2021, CICF 2021, Wharton School, Shanghai University of Finance and Economics, Fanhai International School of Finance, Peking University.
Awards: Jacobs Levy Center Research Paper Prize 2021
Featured by: Knowledge@Wharton