Research


A Survey of Systemic Risk Analytics

with Dimitrios Bisias, Mark Flood, and Stavros Valavanis, Annual Review of Financial Economics 4, 255-296

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A Computational View of Market Efficiency

with Jasmina Hasanhodzic and Emanuele Viola, Quantitative Finance 7, 1043-1050

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The Gordon Gekko Effect: The Role of Culture in the Financial Industry

Economic Policy Review 22(2016), 17–42.

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Risk and Risk Management in the Credit Card Industry

with Florentin Butaru, Qingqing Chen, Brian Clark, Sanmay Das, Akhtar Siddique, Journal of Banking and Finance 72(2016), 218–239.

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Can Hedge Funds Time Market Liquidity?

with Charles Cao, Yong Chen, Bing Liang, Journal of Financial Economics

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Learning Connections in Financial Time Series

with Gartheeban Ganeshapillai, John Guttag, Proceedings of the 30th International Conference on Machine Learning (ICML-13) 30, 109-117

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New Financing Methods in the Biopharma Industry: A Case Study of Royalty Pharma, Inc.

with Sourya V. Naraharisetti, Journal of Investment Management

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Financing Drug Discovery for Orphan Diseases

with David E. Fagnan, Austin A. Gromatzky, Jose-Maria Fernandez, Roger M. Stein, Drug Discovery Today 19 (2014), 533-538

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Financial Orphan Therapies Looking For Adoption

with Vikas Sukhatme, Kathy Fang, Vidula Sukhatme, Health Affairs Blog

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Parallel Discovery of Alzheimer’s Therapeutics

with Carole Ho, Jayna Cummings, Kenneth S. Kosik, Science Translational Medicine 241(6), 1-8

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