As a proud member of the LUMS research community, my research interest is in the area of empirical asset pricing and investments, with a particular focus on mutual funds, hedge funds, factor investing, Chinese capital markets and the application of graph theory and machine learning in investment.
My work has been disseminated at top international conferences and academic journals. I have also shared my expertise by reviewing for several major journals in the field. I have recently served as a principal organizer for both the "Role of hedge funds and other collective investments in the modern world" conference in Manchester and the "Mutual funds, hedge funds and factor investing" conference in Lancaster. I currently supervise DBA and PhD students in fund management, exchange-traded funds, Chinese capital markets, machine learning and graph theory-based investment strategies.
If you are interested in taking a look at my research, it can be accessed and downloaded through SSRN. It has been cited in Yahoo Finance, ETF.COM, ValueWalk and popular practitioners' websites, such as Quantpedia and AlphaArchitech. My recent research on hedge fund activism has been featured by Columbia Law School Blue Sky Blog. Another recent piece of research, entitled "On the other side of hedge fund equity trades", was presented and well-received at the 2021 American Finance Association Annual Meetings, the most prestigious conference in the finance area.
I am currently a Senior Lecturer in Finance at LUMS, a Visiting Research Professor at New York University Stern School of Business, and an Honorary Fellow at Alliance Manchester Business School. I received my PhD degree in Finance from the University of Melbourne. During this time, I was a visiting doctoral scholar at NYU Stern and a resident tutor/scholar at Ormond College.