Research


Commercializing Biomedical Research through Securitization Techniques

with Jose-Maria Fernandez and Roger M. Stein, Nature Biotechnology 30 (2012), 964-975.

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Open-Source Software for “Commercializing Biomedical Research through Securitization Techniques”

with Jose-Maria Fernandez and Roger M. Stein

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Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses?

with Thomas J. Brennan, Texas Law Review 90 (2012), 1775-1810.

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Estimating the NIH Efficient Frontier

with Dimitrios Bisias and Jamie Watkins, PLOS One 7 (2012).

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Security in the Age of Systemic Risk: Strategies, Tactics and Options for Dealing with Femtorisks and Beyond

with Frank, M. Goud Collins, M. Clegg, U. Dieckmann, V. Kremenyuk, A. Kryazhimskiy J. Linnerooth-Bayer, S. Levin, B. Ramalingam, J. Ramo, S. Roy, D. Saari, Z. Shtauber, K. Sigmund, J. Tepperman, S. Thurner, W. Yiwei, and D. von Winterfeldt

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Finance is in Need of a Technological Revolution

The Financial Times

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Adaptive Markets and the New World Order

Financial Analysts Journal, 68 (2012), 18-29

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An Evolutionary Model of Bounded Rationality and Intelligence

with Thomas J. Brennan, PLOS One, 7:11 (2012)

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Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

with Monica Billio, Mila Getmansky, and Loriana Pelizzon, Journal of Financial Economics 104 (2012), 535-559.

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Privacy-Preserving Methods for Sharing Financial Risk Exposures

with Emmanuel A. Abbe and Amir E. Khandani, American Economic Review: Papers & Proceedings 102 (2012), 65-70.

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