Research


What Is An Index?

Journal of Portfolio Management 42(2016), 21–36.

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Risk and Risk Management in the Credit Card Industry

with Florentin Butaru, Qingqing Chen, Brian Clark, Sanmay Das, Akhtar Siddique, Journal of Banking and Finance 72(2016), 218–239.

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Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design

with Leah Isakov and Vahid Montazerhodjat

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Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform

with Charles Cao, Grant Farnsworthy, Bing Liang, Management Science Vol. 63, No. 7, July 2017, pp. 2233–2250

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The Gordon Gekko Effect: The Role of Culture in the Financial Industry

Economic Policy Review 22(2016), 17–42.

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Spectral Analysis of Stock-Return Volatility, Correlation, and Beta

with Shomesh Chaudhuri, Signal Processing and Signal Processing Education Workshop (SP/SPE), 2015 IEEE, 232–236.

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Lessons From Hollywood: A New Approach To Funding R&D

with Gary P. Pisano, Sloan Management Review 57(2015), 47–57.

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Megafunding Drug Research

with Edward Jung, Project Syndicate

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A New Approach to Financial Regulation

with Simon A. Levin, Proceedings of the National Academy of Sciences 112(2015), 12543–12544.

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FAQs for Megafund Financing

with Jose Maria Fernandez and Roger M. Stein

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