Research


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, 7:11 (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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Privacy-Preserving Methods for Sharing Financial Risk Exposures

with Emmanuel A. Abbe and Amir E. Khandani, American Economic Review: Papers & Proceedings 102 (2012), 65-70.

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Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

with Monica Billio, Mila Getmansky, and Loriana Pelizzon, Journal of Financial Economics 104 (2012), 535-559.

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Reading About the Financial Crisis: A Twenty-One-Book Review

Journal of Economic Literature 50 (2012), 151-178.

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Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specifcation Test

with Craig MacKinlay, Review of Financial Studies 1 (1988), 41-66.

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Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data

Econometric Theory 4 (1988), 231-247.

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Semiparametric Upper Bounds for Option Prices and Expected Payoffs

Journal of Financial Economics 19 (1987), 373-388.

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