<p>Hey :)</p>
<p>I am a research associate in theoretical finance at the University of Cambridge (UK) where I am affiliated with Trinity College. I am also a quantitative researcher at <a href="https://petroniuscapital.com/" rel="nofollow noreferrer">Petronius Capital</a>. Prior to this, I studied finance (PhD), quantitative finance (MSc), and mathematics (BSc).</p>
<p>I research theoretical and empirical asset pricing, macro-finance, and corporate finance. In particular, I study how production-based asset pricing ties stock returns to optimal firm decisions. Furthermore, I enjoy derivatives pricing, stochastic calculus, and macroeconomics.</p>
<p>I am on <a href="https://www.linkedin.com/in/kevin-schneider-8a8617189/" rel="nofollow noreferrer">LinkedIn</a> and <a href="https://twitter.com/kevinbschneider" rel="nofollow noreferrer">X (Twitter)</a>, please feel free to reach out (:</p>
<hr />
<p>Some of the questions I liked answering the most include</p>
<ul>
<li><a href="https://quant.stackexchange.com/a/77659/41821">Implementing GMM</a></li>
<li><a href="https://quant.stackexchange.com/a/61931/41821">Variance risk premium</a></li>
<li><a href="https://quant.stackexchange.com/a/63657/41821">Term structure of equity returns</a></li>
<li><a href="https://quant.stackexchange.com/a/70146/41821">Efficient Market Hypothesis (EMH)</a></li>
<li><a href="https://quant.stackexchange.com/a/59433/41821">Recursive utility and long run risk models</a></li>
<li><a href="https://quant.stackexchange.com/a/59866/41821">Sign of the market price of risk derived from the SDF</a></li>
<li><a href="https://quant.stackexchange.com/a/55251/41821">(Lengthy) intuition about the risk-neutral measure (<span class="math-container">$\mathbb{Q}$</span>)</a></li>
<li><a href="https://quant.stackexchange.com/a/66550/41821">Relationship between NFLVR, NFLBR and 1st FTAP</a>, see also this <a href="https://quant.stackexchange.com/a/66545/41821">companion answer</a></li>
<li><a href="https://quant.stackexchange.com/a/50701/41821">Simple example of recovering <span class="math-container">$\mathbb{P}$</span> probabilities from <span class="math-container">$\mathbb{Q}$</span> probabilities</a></li>
<li><a href="https://quant.stackexchange.com/a/55106/41821">Real options asset pricing explanation for the profitability anomaly</a></li>
<li><a href="https://quant.stackexchange.com/a/61055/41821">PDEs used in finance</a></li>
</ul>

Kevin