Update of my working paper


List of my publication

Research interests

Asset ricing

Here are some of the on going research questions that I am trying to learn more about.

  • What makes a company valuable?

  • How value can be measured and different from price?

  • Why there are pricing 'anomalies'? Are they premium for unobserved risk factor or mispricing? Either way can profitable investment strategies be derived?

  • Can machine learning improve our understanding of how market work and help us trade better?


My interest in FinTech including:

  • What are the innovative business models that will make long lasting positive impact in the financial industry?

  • How does the existing players response to the raise of decentralisation in many aspect of the business?

  • What are the potential risk in FinTech sector?

Find my working papers on SSRN: