Research


Q Group Panel Discussion: Looking to the Future

with Martin Leibowitz, Robert C. Merton, Stephen A. Ross, and Jeremy Siegel, Financial Analysts Journal

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Spectral Portfolio Theory

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What Is An Index?

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

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Reply to “(Im)Possible Frontiers: A Comment”

with Thomas J. Brennan, Critical Finance Review 4(2015), 157–171.

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Hedge Funds: A Dynamic Industry In Transition

with Mila Getmansky, Peter A. Lee, Annual Review of Financial Economics 7(2015), 483–577.

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

with Charles Cao, Grant Farnsworthy, Bing Liang

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