Research Fellow, Charles A. Dice Center for Research in Financial Economics
Department of Finance,
Fisher College of Business
Ohio State University
840 Fisher Hall
2100 Neil Avenue
Columbus, OH 43210-1144
Tel: (614) 753 9072
Curriculum Vitae [CV]
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)
Journal of Banking and Finance, 2011, vol. 35, 1971-1983.
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).
Recent Working Papers
1. Term Structure of the Price of Volatility Risk: Preference-Based Explanation (01/2016)
Latest draft: 09/2015 (with Gurdip Bakshi and Xiaohui Gao).
3. 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).
4. Crash Sensitivity and the Cross-Section of Expected Stock Returns, with corresponding Online Appendix.
Latest draft: 03/2015. (with Stefan Ruenzi and Florian Weigert).
Latest draft: 07/2015.(with Riccardo Colacito).
Latest draft: 12/2014. (with Gurdip Bakshi).