Research


130/30: The New Long-Only

with Pankaj Patel, Journal of Portfolio Management 34 (2008), 12-38.

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Systemic Risk and Hedge Funds

with Nicholas Chan, Mila Getmansky, Shane M. Haas, The Risks of Financial Institutions and the Financial Sector, edited by M. Carey and R. Stulz, 2007. Chicago, IL: University of Chicago Press.

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Efficient Markets Hypothesis

The New Palgrave: A Dictionary of Economics, edited by L. Blume and S. Durlauf, Second Edition, 2007. New York: Palgrave McMillan.

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Can Hedge-Fund Returns Be Replicated?: The Linear Case

with Jasmina Hasanhodzic, Journal of Investment Management 5 (2007), 5–45.

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What Happened To The Quants In August 2007?

Journal of Investment Management 5 (2007), 29-78.

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Attack of the Clones

with Jasmina Hasanhodzic, Alpha Magazine

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Survival of the Richest

Harvard Business Review

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Do Hedge Funds Increase Systemic Risks?

with Nicholas Chan, Mila Getmansky, and Shane M. Haas, Federal Reserve Bank of Atlanta Economic Review 2006:Q4, 49–80.

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Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

with Jiang Wang, Journal of Finance 61 (2006), 2805–2840.

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Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis

Journal of Investment Consulting 7 (2005), 21–44.

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