Research Interests: Asset pricing, portfolio choice, portfolio management, ambiguity aversion
My latest CV can be downloaded here
- Strategic asset allocation in money management, with S. Basak, Journal of Finance, 2014, 69, 179–217.
- Difference in interim performance and risk taking with short-sale constraints, with S. Basak, Journal of Financial Economics, 2012, 103, 377–392.
- A note on wealth effect under CARA utility, with A. Schornick, Finance Research Letters, 2010, 7, 170–177.
- Security design with status concerns, with S. Basak, 2015, presented at EFA 2015, EEA 2015, EUROFIDAI 2015, BEROC 2015, LFE 2015, BFWG 2015.
- Household investments, limited participation and equity premium with wealth heterogeneity, with A. Schornick, 2014, R&R at Review of Finance, presented at EFMA 2016.
- Competition among portfolio managers and asset specialization, with S. Basak,
- 2015, presented at WFA 2015, EUROFIDAI 2014.
- Capital market equilibrium with competition among institutional investors, with S. Glebkin, 2012, presented at EFMA 2012.