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Research
Current work focuses on the mathematics of portfolio dynamics and wealth taxation — how wealth taxes interact with investment decisions, and how spectral methods from random matrix theory illuminate the structure of portfolios and wealth distributions.
Wealth Tax Neutrality Framework
A mathematical framework for understanding how proportional wealth taxes interact with portfolio choice and asset pricing. Three working papers establish the neutrality result, map seven channels of distortion, and reformulate the framework via Fokker–Planck dynamics.
Spectral Portfolio Theory
Neural network weight matrices are portfolio allocation matrices. Their spectral structure encodes factor decompositions, wealth concentration, and the conditions for tax neutrality — generalising the wealth tax framework to arbitrary perturbations.
Recent Posts
A Wealth Tax Is a Silent Partner
When a government levies a proportional wealth tax on all assets at market value, it is mathematically equivalent to acquiring a small ownership stake in every portfolio. The surprising implication: your optimal investment strategy doesn’t change.
February 2026