I am a Finance PhD candidate researching asset pricing, derivatives, and machine-learning factor models.
My current work explores the Hansen–Jagannathan distance, stochastic discount factors with neural networks, and option-implied risk premia.
What you will find here
- Research notes — work in progress, references, and short essays on asset pricing
- Projects — open-source code, replications, and the Daily arXiv for Finance feed
- About — research interests