Financial Management Association 2017 Annual Meeting, semi-nalist for best paper award in the "Investments" category
Western Finance Association, "2015 Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research"
UC Berkeley, Haas School of Business, "The Carl F. Cheit Outstanding Graduate Student Instructor (Teaching Assistant) Award" for the Master of Financial Engineering program of 2014-2015
UC Berkeley, Haas School of Business, Department Scholarship, 2010 - 2014
UC Berkeley, Haas School of Business, White Research Fellowship, Fall 2013
主要学术成果
Working Papers
Asset Insurance Premium in the Cross-Section of Asset Synchronicity, March 2019
A New Theory of Information Acquisition and Recovery: Intrinsic Geometry Approach with Asset Pricing Applications, June 2018
Predicting new stocks' future returns by portfolio mimicking error: An approach to identify innovative stocks (with Yu-Man Tam and Zigan Wang), November 2017
Continuous-Time Principal-Agent Problem with Drift and Stochastic Volatility Control, September 2017
Dynamic Contracts and the Sharpe Ratio: Theory and Evidence, June 2017
Financial Intermediation and the Market Sharpe ratio: Theory and Evidence, November 2016
Centralized versus Decentralized Delegated Portfolio Management under Moral Hazard, November 2015
Dynamic Agency, Delegated Portfolio Management and Asset Pricing, October 2014
Continuous-Time Principal-Agent Problem with Drift and Stochastic Volatility Control, with Applications to Corporate Finance and Delegated Portfolio Management, September 2014
Asset Prices Jump-Spillover Estimation and Inference, December 2013 [Paper available upon request]
