Working Papers

Expectations and the Term Structure of Interest Rates

w/ Pooya Molavi and Alireza Tahbaz-Salehi

Demand-Based Expected Returns

w/ Ale Crescini and Fabio Trojani

Macro skewness and conditional second moments: Evidence and Theories

w/ Ian Dew-Becker 

Dollar and Carry Redux

w/ Sining Liu, Thomas A. Maurer and Yaoyuan Zhang

Sharpe Ratio Shrinkage

w/ Ngoc-Khanh Tran and Shixiang Xia