Research


Where to From Here?

The New International Financial System Analyzing the Cumulative Impact of Regulatory Reform. D. Evanoff, A. Haldane, and G. Kaufman, eds. (2015) 569-577

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The Wisdom of Crowds vs. the Madness of Mobs

Handbook of Collective Intelligence. Thomas Malone and Michael Bernstein eds. (2015) 21-37

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Portfolio Theory

with Thomas J Brennan and Tri-Dung Nguyen, The Princeton Companion to Applied Mathematics (2015) 648-658

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Attack of the Clones

with Jasmina Hasanhodzic, Alpha Magazine

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Survival of the Richest

Harvard Business Review

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Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective

Handbook of Systemic Risk, edited by J.P. Fouque and J. Langsam

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Data-Snooping Biases in Financial Analysis

Blending Quantitative and Traditional Equity Analysis, edited by H. Russell Fogler, 1994. Charlottesville, VA: Association for Investment Management and Research

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Neural Networks and Other Nonparametric Techniques in Economics and Finance

Blending Quantitative and Traditional Equity Analysis, edited by H. Russell Fogler, 1994. Charlottesville, VA: Association for Investment Management and Research.

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Nontrading Effect

with Craig MacKinlay, New Palgrave Dictionary of Money and Finance, 1992, London: Stockton Press

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Empirical Issues in the Pricing of Options and Other Derivative Securities

Cuadernos Economicos de ICE 50 (1992), 129–155.

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