Working Papers
Understanding Negative Risk-Return Trade-offs (Job Market Paper, June 2022) Presentation Slides
The Debt Structure Premium: Reconciling Equity and Option Market Evidence, with Bixiao Chen (July 2025)
Discount Rate Revision and the Mispricing Factor Zoo, with Bixiao Chen (Sep 2024)
2025 FMA Best Paper Award Semifinalist, Options and Derivatives
2024 ICFOD Outstanding Paper Award
Volatility-Managed Volatility Selling (April 2024) Presentation Slides
2024 FMA Best Paper Award Semifinalist, Options and Derivatives
Commodity Prices, Discount Rates, and Expected Dividend Growth (Nov 2023)