I'm a financial economist and data scientist working at the intersection of fintech, commodities, and data science. I serve on the editorial board of the Journal of Portfolio Management. 

My research has been published in leading academic journals and conferences, featured by outlets including Forbes and the CFA Institute, and received recognition such as an Amazon Research Award and the ESSEC-Amundi Best Asset Management Paper Award. 

I hold a PhD in Finance from the University of Chicago Booth School of Business, along with dual Bachelor of Science degrees in Economics and Engineering from the University of Pennsylvania's Wharton School and School of Engineering and Applied Sciences.   

My CV is available HERE 

Recent

Call the Zookeeper: A Unified Framework for Commodity Risk Premiums (with John Fan, Xihang Li, and Tingxi Zhang), April 2026

An Index of Commodity Futures Returns Since 1871 (with Rajkumar Janardanan and K. Geert Rouwenhorst), March 2026

My Links

• SSRN

• Google Scholar