Research Papers
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Balance Sheet Constraints of Prime Brokers on Hedge Fund Performance: Evidence from GSIB Surcharge [Link]
With Yiwen Shen.
Selected for AFA PhD Poster Session (2025)
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Wealth Effect on Portfolio Allocation in Incomplete Markets [Link]
With Yiwen Shen, Chenxu Li, and Olivier Scaillet.
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OLG Model with Single-stock and Index Investors, manuscript in preparation
With Yiwen Shen.
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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
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