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
Risk Management for Hedge Funds: Introduction and Overview
Financial Analysts Journal 57 (2001), 16-33
Statistical Tests of Contingent-Claims Asset-Pricing Models: A New Methodology
Journal of Financial Economics 17 (1986), 143-173
Business Models to Cure Rare Disease: A Case Study of Solid Biosciences
with Esther Kim, Journal of Investment Management 14(2016), 87–101.
Hedge fund holdings and stock market efficiency
with Charles Cao, Bing Liang, and Lubomir Petrasek, Review of Asset Pricing Studies, 2017, forthcoming
Use of Bayesian Decision Analysis to Minimize Harm in Patient-Centered Randomized Clinical Trials in Oncology
with Vahid Montazerhodjat; Shomesh E. Chaudhuri; Daniel J. Sargent, JAMA Oncology (2017)