Hey :)

I am a research associate in theoretical finance at the University of Cambridge (UK) where I am affiliated with Trinity College. I am also a quantitative researcher at Petronius Capital. Prior to this, I studied finance (PhD), quantitative finance (MSc), and mathematics (BSc).

I research theoretical and empirical asset pricing, macro-finance, and corporate finance. In particular, I study how production-based asset pricing ties stock returns to optimal firm decisions. Furthermore, I enjoy derivatives pricing, stochastic calculus, and macroeconomics.

I am on LinkedIn and X (Twitter), please feel free to reach out (:

Some of the questions I liked answering the most include

• Implementing GMM
• Variance risk premium
• Term structure of equity returns
• Efficient Market Hypothesis (EMH)
• Recursive utility and long run risk models
• Sign of the market price of risk derived from the SDF
• (Lengthy) intuition about the risk-neutral measure ($\mathbb{Q}$)
• Relationship between NFLVR, NFLBR and 1st FTAP, see also this companion answer
• Simple example of recovering $\mathbb{P}$ probabilities from $\mathbb{Q}$ probabilities
• Real options asset pricing explanation for the profitability anomaly
• PDEs used in finance