Hi, welcome to my homepage!
I am a finance academic and consultant in the areas of finance, data science and machine learning. My research interests include empirical asset pricing, return predictability, portfolio optimization and the application of machine learning to finance problems. I currently teach Modern Investment Theory and Management (final-year undergraduate) and Financial Machine Learning (post-graduate) at the University of Auckland Business School. Previously I worked at Barclays Capital as a credit derivatives trader in Hong Kong and as a sell-side research analyst in London.
Some external links:
For my published papers (and related datasets) see: Academic Papers
Academic course material for papers I am teaching, or used to teach, can be found here: Academic Course Material
I conduct consulting work through North Shore Consulting Limited: North Shore Consulting