Asset Pricing. The main focus is on valuation of financial derivatives, including pricing and hedging these complex financial products
Risk Management and Financial Derivaitves. The research on risk management involves credit/market risk modelling, and trading strategy etc in financial derivatives markets.
Market Micorstructure. The research on market microstructure mainly focuses on liquidity, portfolio choice and price discovery in the presence of margin trading
Financial-decision Making. The research involves the exploration of extending the expectation-risk framework within a general context.
