Do Stock Prices Follow Random Walks?
with A. Craig MacKinlay, Financial Times
Re-inventing drug development: A case study of the I-SPY 2 breast cancer clinical trials program
with Sonya Das, Contemporary Clinical Trials 62 (2017) 168–174
Buying Cures vs. Renting Health: Financing Healthcare via Consumer Loans
with Vahid Montazerhodjat and David Weinstock, Science Translational Medicine 8(2016), 327ps6
Dealing with Femtorisks in International Relations
with Aaron Benjamin Frank, Margaret Goud Collins, Simon A. Levin, Andrew W. Lo, Joshua Ramo, Ulf Dieckmann, Victor Kremenyukf, Arkady Kryazhimskiy, JoAnne Linnerooth-Bayer, Ben Ramalingam, J. Stapleton Roy, Donald G. Saari, Stefan Thurner, and Detlof von Winterfeldt, Proceedings of the National Academy of Sciences 111(2014), 17356–17362.
Hedge Fund Beta Replication: A Five-Year Retrospective
with Peter A. Lee, Journal of Investment Management 12(2014), 5–18
Accelerating Biomedical Innovation: A Case Study of the SPARK Program at Stanford University, School of Medicine
with Esther S. Kim, Paige M.C. Omura, Drug Discovery Today 22:7 (2017)
Stop-loss Strategies with Serial Correlation, Regime Switching, and Transaction Costs
with Alexander Remorov, Journal of Financial Markets 34 (2017) 1–15
New directions for the FDA in the 21st century
Moore’s Law Vs. Murphy’s Law in the Financial System: Who’s Winning?
Journal of Investment Management 15 (2017), 17–38.
The Statistics of Sharpe Ratios
Financial Analysts Journal 58 (2002), 36-52