Current ICF Research Associates
Otto Manninen
Ibbotson Research Associate
Otto Manninen is a Pre-Doctoral Research Associate at the Yale ICF. He holds a Master’s in Asset Management from the Yale SOM and previously completed studies in Economics, Mathematics, and Information Systems at the University of Jyväskylä, Finland.
Otto’s research interests focus on exploring quantitative finance with an emphasis on the intersection between finance and operations research. At Yale ICF, he looks forward to gaining diverse research experience across various projects while deepening his knowledge of finance and quantitative methods.
Fernando Reyes De La Luz
Kasoff Research Associate
Fernando Reyes is an alumnus of Universidad Iberoamericana, where he obtained his bachelor's degree in Engineering Physics. He recently completed his Master of Management Studies in Asset Management at Yale SOM.
Throughout his academic journey, Fernando has gained valuable teaching experience, serving as a teaching assistant in both Mexico and at Yale. Notably, he has worked under the guidance of Osman Nalbantoglu, renowned for his role as a Partner Director at Bridgewater.
He has a strong interest in various fields including Asset Pricing, Continuous Time Finance, Applied Econometrics, Statistical Arbitrage, and Machine Learning. In addition, Fernando has recently been studying subjects such as Fixed Income, Global Macro, and Factor Investing.
As he continues his journey at Yale ICF, Fernando eagerly anticipates delving deeper into these subjects and many more, applying his skills and knowledge to explore the dynamic world of finance and asset management.
Previous Paolo Zannoni Research Associates
Will Everett
Will Everett is finishing his bachelor degree in Mathematics and Economics at Brigham Young University. While at BYU, he served as a teaching assistant and research assistant to Professor Brian Boyer. He has worked on projects researching private equity and option pricing. Will is interested in understanding market tail risk and effects of central bank policy on rare event pricing. He is looking forward to getting exposure to new topics during his stay at Yale SOM.
Mingjun Sun
Mingjun received his bachelor's degree in Economics from Tsinghua University in 2019 and a master's degree in Statistics from Yale University in 2020. He has worked on projects regarding applied econometrics and industrial organization before joining ICF. He is interested in applied econometrics and its applications in empirical studies. He looks forward to exploring a wide range of topics while he is at ICF.
Mingjun provided excellent research assistance on the following working papers:
- “Business Restrictions and COVID Fatalities,” by Matthew Spiegel (Yale SOM) and Heather Tookes (Yale SOM)
- “Flip or Flop? Tobin Taxes in the Real Estate Market,” by Chun-Che Chi (Institute of Economics, Academia Sinica), Cameron LaPoint (Yale SOM), and Ming-Jen Lin (National Taiwan University - Department of Economics)
Gen Li
Gen Li assisted Yale SOM professors with their research in corporate finance, behavioral finance and asset pricing. Gen finished his Master of Finance degree at the University of California, San Diego (UCSD). Supervised by Professor Joey Engelberg and Professor Allan Timmermann while at UCSD, he also participated in several finance research projects in behavioral finance and financial econometrics. He served as a teaching assistant to Professor Harry Markowitz. Gen has broad research interests in finance, such as behavioral finance, financial econometrics and asset pricing. He is also exploring interests in other topics including corporate finance, and the banking sector.
“Dawn Blossoms Plucked at Dusk” (朝花夕拾)—My Life at Yale:
Read the ICF blog post that Gen wrote detailing the positive experiences he has had at Yale over the last two years as a Paolo Zannoni Research Associate assisting several faculty members with their research needs, being exposed to new and diverse financial research fields, attending classes, and making lifelong friends.
Gen provided excellent research assistance on the following working papers:
- “Business Restrictions and COVID Fatalities,” by Matthew Spiegel and Heather Tookes
- “Female Representation in the Academic Finance Profession” by Heather Tookes and Mila Getmansky Sherman
- “The Gender Gap in Housing Returns,” by Paul Goldsmith-Pinkham and Kelly Shue
Huijun Sun
Huijun Sun provided research assistance on the following working papers:
- “The Gender Gap in Housing Returns,” by Paul Goldsmith-Pinkham and Kelly Shue
- “Young Firms, Old Capital,” by Song Ma, Justin Murfin and Ryan Pratt
Previous ICF Research Associates
Yi Wang
Yi holds a MS degree in Financial Engineering from New York University, and a BS degree in Finance from Wuhan University. She has a wide range of research interests in finance area, including asset pricing, behavioral finance, and fintech, particularly with technical methodologies.
Tania Diaz Bazan
While with the ICF, Tania worked on the history of global infrastructure with Professors William Goetzmann and Geert Rouwenhorst. Infrastructure requires capital intensive long-term investment. Using historical financial research data, she helped the center investigate the financing of infrastructure projects over the long term. The study is envisioned as an interdisciplinary and international collaboration.