Working Papers

High-Throughput Asset Pricing or: How I Learned to Stop Worrying and Love Data Mining
(with Chukwuma Dim) 

Most claimed statistical findings in cross-sectional return predictability are likely true

An Irrelevance Theorem for Risk Aversion and Time-Varying Risk (with Francisco Palomino)

Permanent Working Papers

Semi-Parametric Restrictions on Production-Based Asset Pricing Models