Research


The National Transportation Safety Board: A Model for Systemic Risk Management

with Eric Fielding and Jian Helen Yang, Journal of Investment Management 9 (2011), 17-49.

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Complexity, Concentration and Contagion: A Comment

Journal of Monetary Economics 58 (2011), 471-479

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The Financial Industry Needs its Own Crash Safety Board

The Financial Times

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WARNING!: Physics Envy May Be Hazardous To Your Wealth

with Mark Mueller, Journal of Investment Management 8 (2010), 13-63.

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Consumer Credit Risk Models via Machine-Learning Algorithms

with Amir E. Khandani and Adlar J. Kim, Journal of Banking & Finance 34 (2010), 2767-2787.

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The Feasibility of Systemic Risk Measurement

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Regulatory Reform in the Wake of the Financial Crisis of 2007-2008

Journal of Financial Economic Policy 1 (2009), 4-43

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MIT Roundtable on Corporate Risk Management

with Judy Lewent; Donald Lessard; Lakshmi Shyam-Sunder. Moderated by Robert Merton, Journal of Applied Corporate Finance 20, 3–25.

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Hedge Funds, Systemic Risk, and the Financial Crisis of 2007-2008

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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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