About Me
I am a recent UCLA graduate in Mathematics/Economics with a specialization in Computing, and an incoming Master of Financial Engineering candidate at UC Berkeley Haas.
At UCLA Anderson, I work on empirical asset pricing research with Valentin Haddad and Tyler Muir. My work has included high-dimensional stochastic discount factor estimation using the Kozak-Nagel-Santosh framework, with a focus on ridge regularization, covariance structure, and out-of-sample portfolio performance. More recently, I have been studying how model complexity affects the investment opportunity set by connecting results on ridgeless and high-dimensional ridge regression with the CKMS framework, examining how attainable Sharpe ratios change as dimensionality grows relative to the available sample.
My technical work has also included term-structure forecasting, portfolio optimization, machine learning, and empirical analysis of financial data, with selected work available in my Projects section.
I also have experience in a client-facing investment role analyzing portfolio products and strategies, which motivated me to move upstream toward research and investment roles where I can contribute directly to how those products and portfolios are built. Beyond research, I am an avid hiker.
Contact
Feel free to reach out via email.