Hey :)

I am a research associate in theoretical finance at the University of Cambridge (UK). Prior to this, I studied finance (PhD), quantitative finance (MSc) and mathematics (BSc).

I research theoretical and empirical asset pricing and corporate finance. In particular, I study how investment-based asset pricing can tie the cross-section of stock returns to rational firm decisions. Furthermore, I enjoy derivatives pricing, stochastic calculus, and econometrics.

Here is my LinkedIn profile, feel free to reach out (:

Some of the questions I liked answering the most include

• 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