Supervised Students
Graduate students
Alessandro Chiusolo, ORFE Department, Princeton University (2022 --). Modelisation of systemic risk and its regulation through principal-agent problems.
Felix Hoefer, ORFE Department, Princeton University (2022 --). Principal-agent problems in insurance, co-supervised with Professor Mete Soner.
Giang Truong, ORFE Department, Princeton University (2022 --). Kuramoto model and mean-field games, co-supervised with Professor Rene Carmona.
Undergraduates
Senior Thesis, ORFE Department, Princeton University.
2023-2024. Perla Leon-Higuera; Juan Salazar.
2022-2023. Daniel Kern; Lin Xin; Allan Vo; Andrew Tang.
2021-2022. Declan Barnes; Zachary Dinch; Kesegofetse Rauwe.
Junior Project, ORFE Department, Princeton University.
Spring 2022. George Middleton.
Master Thesis
Chunbin Zhao, Imperial College, London and Bank of America (Spring 2021): “Statistical Learning on Cross-Asset Factor Premia from Asset Manager’s Perspective”, submitted for the degree of MSc in Mathematics and Finance at Imperial College, London.