Reply to “(Im)Possible Frontiers: A Comment”
with Thomas J. Brennan, Critical Finance Review 4(2015), 157–171.
Funding Translational Medicine via Public Markets: The Business Development Company
with Sandra M. Forman, Monica Shilling, Grace K. Sweeney, Journal of Investment Management 13(2015), 9–32.
Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design
with Leah Isakov and Vahid Montazerhodjat, Journal of Econometrics
Hedge Funds: A Dynamic Industry In Transition
with Mila Getmansky, Peter A. Lee, Annual Review of Financial Economics 7(2015), 483–577.
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform
with Charles Cao, Grant Farnsworthy, Bing Liang, Management Science Vol. 63, No. 7, July 2017, pp. 2233–2250
A Survey of Systemic Risk Analytics
with Dimitrios Bisias, Mark Flood, and Stavros Valavanis, Annual Review of Financial Economics 4, 255-296
A Computational View of Market Efficiency
with Jasmina Hasanhodzic and Emanuele Viola, Quantitative Finance 7, 1043-1050
The Gordon Gekko Effect: The Role of Culture in the Financial Industry
Economic Policy Review 22(2016), 17–42.
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.
Group Selection as Behavioral Adaptation to Systematic Risk
with Ruixun Zhang, Thomas J. Brennan, PLOS One 9 (2014)