Research Papers
- Bank Risk-Bearing Capacity and Stock Prices: Exploring Indirect Intermediation Effects[Link]
Job Market Paper. Draft available upon request.
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Balance Sheet Constraints of Prime Brokers on Hedge Fund Performance: Evidence from GSIB Surcharge [Link]
With Yiwen Shen.
Revise and Resubmit, Journal of Financial Economics
AFA PhD Poster Session, Trans-Atlantic Doctoral Conference, International Finance Society Conference Poster Session, AsianFA
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Negative Cross-Impact from Index Investing [Link]
With Yiwen Shen and Qingfa Zhang.
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Dynamic Portfolio Allocation under Market Incompleteness and Wealth Effects [Link]
With Yiwen Shen, Chenxu Li, and Olivier Scaillet. Operations Research, 2025
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Pricing the CBOE VIX Futures with Heston-Nandi GARCH Model [Link]
With Tianyi Wang, et al. Journal of Futures Market, 2017
Work-in-Progress
Education
Hong Kong
Chinese University of Hong Kong
2022 - Now ;
Ph.D. in Finance
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New York, NY
Baruch College
2018 - 2019
Master of Science in Financial Engineering
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Shenzhen, China
Peking University
2015 - 2018
Master of Finance
Joint Program with CUHK Master of Economics
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Beijing, China
University of International Business and Economics
2011 - 2015
Bachelor of Financial Engineering
Industry Experience
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New York, NY
Bank of America Merrill Lynch, Global Markets
2020 – 2021
—Associate in Quantitative Strategies Group, Prime Brokerage Desk
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Hong Kong
Citigroup, Global Markets
Jun – Aug 2017
— Summer Analyst, Delta one risk trading and G10 rates structuring
Honors and Grant
- AFA Travel Grant, 2025
- Guanghua Scholarship, Peking University, 2016
- Beijing Outstanding Graduate Student, 2015
- National Scholarship, Ministry of Education of the People's Republic of China, 2014, 2017