Description: Description: Description: Description: Description: Description: Description: H:\public_html\bio\BannerToSlice_r1_c1.gif

Description: Description: Description: Description: Description: Description: Description: H:\public_html\bio\BannerToSlice_r1_c2.gif

Description: Description: Description: Description: Description: Description: Description: H:\public_html\bio\BannerToSlice_r2_c1.gif


Home

Vita

Research

Comments

Other Links

 

Selected Recent Publications

(with Kiku, Shaliastovich, Yaron, Journal of Finance 2013 (forthcoming))

     (with Ivan Shaliastovich, Review of Financial Studies  2012)

(with Kiku, Shaliastovich, Yaron, Critical Finance Review 2012)

      (with Ivan Shaliastovich , Review of Financial Studies  2011)

      (with Ivan Shaliastovich, American Economic Review p&p  2010)

      (with Dana Kiku and Amir Yaron, American Economic Review p&p  2010)

      (with Robert Dittmar and Dana Kiku, Review of Financial Studies 2009)

      Discussion by Tom Sargent

Discussion by John Heaton

 

 

 Growth-Optimal (Entropy) Papers and the in-demand addendum

 

(with Bruce Lehmann, 1997, Macroeconomic Dynamics)

 

 

 Liquidity Papers

 

(with John Coleman and Chris Lundblad 2011) which builds on my earlier paper

(with John Coleman, 1996, Journal of Political Economy)

 

 

 Climate Change Papers

 

(with Marcelo Ochoa 2011)

(with Marcelo Ochoa 2011)

 

 Current Working Papers

(with John Coleman and Chris Lundblad 2011)

(with Kiku, Shaliastovich, and Yaron 2011)

     (with Dana Kiku and Amir Yaron 2009 )

     (with Ivan Shaliastovich 2010)

     (with Dana Kiku and Amir Yaron 2007 )

     (with Dana Kiku and Amir Yaron 2007)