| Education |
Ph.D. in Finance, Imperial College London
Ph.D. in Mathematics, École Polytechnique Fédérale de Lausanne
M.Sc. in Theoretical Physics, Imperial College London
B.Sc. in Pure and Applied Mathematics, China Agriculture University |
| Professional Career |
Academic Appointments:
Assistant Professor, School of Finance, University of St. Gallen, 2023-
Advanced Researcher, Leibniz Institute for Financial Research SAFE, Frankfurt, 2021-2023
Assistant Professor (by courtesy), Faculty of Economics and Business, Goethe University, 2021-2023
Visiting Fellow, London School of Economics, 2022
Prior Industrial Appointments:
Glen Point Capital, London, 2020
Bank of America Merrill Lynch, London, 2018-20
Bank of England, 2017 |
| Teaching Activities |
Leibniz Institute of Financial Research SAFE, 2021
- Systemic Risk: Early Warnings & Systemically Important Financial Institutions (Ph.D.)
Imperial College Business School, 2015-20
- Derivatives (Master), Investment and Portfolio Management (Master), Mathematics for Finance (Master), Asset Pricing (Ph.D.)
University of Lausanne, 2013-14
- General College Mathematics I and II
École Polytechnique Fédérale de Lausanne, 2011-13
- Analysis I-III, Linear Algebra |
| Projects |
Publications:
“Volatility, Valuation Ratios and Bubbles: An Empirical Measure of Market Sentiment”, with Ian Martin, Journal of Finance, 76:6:3211?3254, 2021
Working Papers:
“Debt and Deficit: Fiscal Analysis with Stationary Ratios”, with John Campbell and Ian Martin
“Expected Currency Returns and Term Structure of Risk Preferences”, with Pasquale Della Corte and Alexandre Jeanneret
“Betting Against Correlation: A Systemic Foreign Exchange Risk Index”, with Paul Schneider and Christian Wagner
“Heterogeneous Beliefs on N Tree”, with Brandon Yueyang Han
“Currency Risk in the Long Run”, Pasquale Della Corte, Daniel P.A. Preve and Giorgio Valente |
| Additional Information |
Prior Publications in Mathematics:
“On Global Regularity for Systems of Nonlinear Wave Equations with the Null-condition”, with Aparajita Dasgupta and Joachim Krieger, Dynamics of PDE, 12(2015): 115-125.
“Optimal Polynomial Blow Up Range for Critical Wave Maps”, with Joachim Krieger, Communications on Pure and Applied Analysis, 14(2015): 1705-1741.
“Generalized Dressing Method for the Extended 2-D Toda Lattice Hierarchy an Its Reductions”, with Xiaojun Liu, Science China: Mathematics, 54(2011): 365-380.
Personal Website |