Research


What Post-Crisis Changes Does the Economics Discipline Need?: Beware of Theory Envy!

What’s the Use of Economics?: Teaching the Dismal Science After the Crisis, London Publishing Partnership.

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The FTSE StableRisk Indices

with Jeremiah Chafkin and Robert Sinnott, Journal of Index Investing 2(2011), 12–35.

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Managing real-time risks and returns: The Thomson Reuters NewsScope Event Indices

with Alexander D. Healy, The Handbook of News Analytics in Finance

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Just how good an investment is the biopharmaceutical sector?

with Richard T Thakor, Nicholas Anaya, Yuwei Zhang, Christian Vilanilam, Kien Wei Siah, Chi Heem Wong, Nature Biotechnology

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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

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Buying Cures vs. Renting Health: Financing Healthcare via Consumer Loans

with Vahid Montazerhodjat and David Weinstock, Science Translational Medicine 8(2016), 327ps6

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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.

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Hedge Fund Beta Replication: A Five-Year Retrospective

with Peter A. Lee, Journal of Investment Management 12(2014), 5–18

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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)

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