I'm a financial economist and data scientist.  My research interests include asset pricing, commodities, investments, and data science methods and applications. I am on the editorial board of the Journal of Portfolio Management. 

I received a PhD in Finance from the University of Chicago Booth School of Business.  I also hold a Bachelor of Science in Economics and a Bachelor of Science in Engineering from the University of Pennsylvania's Wharton School and School of Engineering and Applied Sciences.   

My CV is available HERE 

Recent

Institutional Granular Impact is Benign on Asset Sales and Price Efficiency (with Yinghua Fan, Gavin Feng, and Sayad Baronyan) April 2025

Distributionally Robust Federated Learning: An ADMM Algorithm (with Wen Bai, Yi Wong, and Clint Ho), March 2025

Internal Credit and External Blame: Self-Attribution in Operations and Supply Chain Performance (with Yimeng Niu, Jing Wu, and Xingsheng Yang), February 2025

My Links

• SSRN

• Google Scholar