PhD (Berkeley) MA (Berkeley) BSc (University of Sydney)
Assistant Professor of Management Science and Operations
'Performance-based regularization in mean-CVaR portfolio optimization' (with AEB Lim and N El Karoui), Under review (2013), 'Robust portfolio choice with learning in the framework of regret: single period case' (with AEB Lim and GJ Shanthikumar), Management Science (2012), 'Conditional Value-at-Risk in portfolio optimization: coherent but fragile' (with AEB Lim and GJ Shanthikumar), Operations Research Letters (2011).
Developing and applying new methods for decision-making in data-intensive settings. Particularly interested in financial risk management, business analytics and healthcare operations.
Reviewer for Operations Research, Former Quantitative Summer Associate at Credit Suisse Securities.