Research Interests

Empirical Asset Pricing, Financial Econometrics and Factor investing

Education

• 2020 - present: PhD in Finance and Econometrics, Warwick Business School, University of Warwick
• 2019 - 2020: MSc. in Finance (Top 10%), Warwick Business School
• 2017 - 2019: B.A. in Finance (First-class Honours), University of Strathclyde
• 2015 - 2017: B.Sc. in Finance, Jiangxi University of Finance and Economics

Seminar Teaching

• IB93F0 Research Methodology (2021-2022, 2023-2024)
• IB9520 Research Methodology for Financial Management (2021-2022, 2023-2024)

Current Research

• Misspecification and weak identification in non-traded factor zoo, joint with Amedeo Andriollo & Cesare Robotti.
• Pure momentum, joint with Roberto Reno & Romeo Tedongap.

Supervisors

Prof. Philippe Mueller, Prof. Cesare Robotti, and Prof. Roméo Tédongap(ESSEC)