Short Bio

Academic Positions

  • 08/2022 - present Professor, Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong

  • 01/2016 - 07/2022 Associate Professor, Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong

  • 09/2009 - 12/2015 Assistant Professor, Department of Industrial Engineering and Operations Research, Columbia University

Education

  • 2009 D.Phil., Mathematical Finance, University of Oxford, under the supervision of Prof. Xun Yu Zhou

  • 2005 B.Sc., Mathematics and Applied Mathematics, Peking University

Research Interest

  • Behavioral Finance and Economics, Portfolio Selection, Asset Pricing, Risk Management

  • Stochastic Analysis, Stochastic Optimal Control

  • Financial Technology