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Affiliated Department or Office
Actuarial Mathematics
BS Peking University 2007
MS Boston University 2010
PhD Boston University 2013

My research is in the field of Mathematical Finance, which aims at building probabilistic models that provide insights into the behavior of financial market participants, and developing the underlying mathematical theories. My work focuses on the optimal investment and consumption policies in various market settings.

I received my Ph.D. in Mathematics from Boston University in 2013, and spend the next two years in the University of Michigan at Ann Arbor as a Postdoctoral Assistant Professor, before joining WPI as a tenure track Assistant Professor.

I enjoy teaching financial and actuarial mathematics courses as a way of sharing my knowledge with students, and improving my understanding of the subjects. I look forward to working with students on MQP projects, master's and doctoral theses in financial and actuarial mathematics.

Scholarly Work

Hedge and Mutual Funds' Fees and the Separation of Private Investments (with Paolo Guasoni)