J. L. Doob Research Assistant Professor
Department of Mathematics, University of Illinois at Urbana-Champaign
📧 peixinl at illinois dot edu
I am a J. L. Doob research assistant professor in Actuarial Science and Risk Management at the Program of Actuarial Science and Risk Management, University of Illinois Urbana-Champaign.
Prior to employment, I received my Ph.D. degree in applied economics (finance) at School osf Economics and Management, Tsinghua University in 2022, supervised by Prof. Zhang, Lihong and Prof. Wang, Hao. Previous to that, I received my bachelor degree in economics and finance at School of Economics and Management, Tsinghua University in 2017. Meanwhile I received my second bachelor degree in law at School of Law, Tsinghua University.
My research expertise is in theoretical asset pricing. Meanwhile I keep broad interests in multiple applicational research topics ranging from traditional problems in financial economics and asset pricing to newly emerging challenges faced by human community.
My doctorate research mainly focuses on understanding the impacts of ambiguity, a.k.a., model uncertainty, in a variety of economic contexts. Currently I am looking at research oppotunities in decentralized finance and insurance.