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)
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)