Research


Using Algorithmic Attribution Techniques To Determine Authorship In Unsigned Judicial Opinions

with William Li, Pablo Azar, David Larochelle, Phil Hill, James Cox, Robert C. Berwick, Stanford Technology Law Review 13 (2013), 503-534.

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When Do Stop-Loss Rules Stop Losses?

with Kathryn M. Kaminski, Journal of Financial Markets 18 (2014), 234-254.

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Can Financial Engineering Cure Cancer?

with David E. Fagnan, Jose Maria Fernandez, and Roger M. Stein, American Economic Review 103 (2013), 406-411.

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On a New Approach for Analyzing and Managing Macrofinancial Risks

with Robert C. Merton, Monica Billio, Mila Getmansky, Dale Gray, Loriana Pelizzon, Financial Analysts Journal 69 (2013), 22-33.

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Estimating the NIH Efficient Frontier

with Dimitrios Bisias and Jamie Watkins, PLOS One 7 (2012).

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Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses?

with Thomas J. Brennan, Texas Law Review 90 (2012), 1775-1810.

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Commercializing Biomedical Research through Securitization Techniques

with Jose-Maria Fernandez and Roger M. Stein, Nature Biotechnology 30 (2012), 964-975.

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An Evolutionary Model of Bounded Rationality and Intelligence

with Thomas J. Brennan, PLOS One, 7 (2012)

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Adaptive Markets and the New World Order

Financial Analysts Journal, 68 (2012), 18-29

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Moore’s Law vs. Murphy’s Law: Algorithmic Trading and Its Discontents

with Andrei A. Kirilenko, Journal of Economic Perspectives 27 (2013), 51-72.

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