Tel: (614) 753 9072
Journal of Economic Theory, 154 (2014) pp. 453-489 (with Dietmar Leisen and Eric Renault).
Journal of Financial Economics, Vol. 105, No 1 July 2012, pp. 191-208. (with Gurdip Bakshi)
Management Science, Vol. 58, No. 3, March 2012, pp. 624-640.
Management Science, Vol.57, No. 8, August 2011, pp. 1406-1423.(with Turan Bali and Nusret Cakici)
The Review of Financial Studies, 2008, 21 (1): 181-231.
The Review of Financial Studies, 2008, 21 (2): 973-1011(with Eric Renault and René Garcia).
ARTICLES in FIELD JOURNALS
1. A New Approach to Measuring Riskiness in the Equity Market: Implications for the Risk Premium, Journal of Banking and Finance, August 2015, 57, 101-117 (with Turan Bali and Nusret Cakici).
Journal of Banking and Finance, 2011, vol. 35, 1971-1983.
Recent Working Papers
1. A Recovery that we Can Trust? Deducing and Testing The Restrictions of the Recovery Theorem (Revise & Resubmit: Review of Financial Studies)
Latest draft: 09/2015 (with Gurdip Bakshi and Xiaohui Gao).
2. Crash Sensitivity and the Cross-Section of Expected Stock Returns, with corresponding Online Appendix. (Revise & Resubmit: Journal of Financial and Quantitative Analysis)
Latest draft: 10/2016. (with Stefan Ruenzi and Florian Weigert).
3. New Entropy Restrictions and the Quest for Better Specified Asset Pricing Models
Latest draft: 07/2016. (with Gurdip Bakshi). (Revise & Resubmit: Journal of Financial and Quantitative Analysis)
4. Term Structure of the Price of Volatility Risk: Preference-Based Explanation (12/2016)
Latest draft: 07/2015.(with Riccardo Colacito).
6. An Inquiry into the Nature and Sources of Variation in the Expected Excess Return of a Long-Term Bond
Latest draft: 07/2015. (with Gurdip Bakshi and Xiaohui Gao).