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