Zihan Lin

About me

I am currently an algorithm developer at Hudson River Trading. I graduated with a Ph.D. and M.S. in applied mathematics from Stanford ICME, advised by Markus Pelger. Before that, I received my B.S. in Mathematics and a B.A. in Economics (second degree) from Fudan University.

My research interests are in institutional finance, machine learning, and asset pricing. Feel free to reach me at zihanlin@outlook.com if you find anything interesting to chat about!

Research

• Machine-Learning the Skill of Mutual Fund Managers with Ron Kaniel, Markus Pelger, and Stijn Van Nieuwerburgh

Journal of Financial Economics, 2023, 150(1), 94-138

Editor's Choice at the Journal of Financial Economics

• Prices are Less Elastic for Less Diversifiable Demand with Jiacui Li

2nd round R&R @ Journal of Finance