The Dividend Term Structurewith Jac. Kragt and Frank de Jong (AFA 2016), revise and resubmit, Journal of Financial and Quantitative Analysis

Pricing Liquidity Risk with Heterogeneous Investment Horizons, with Alessandro Beber, Anthony Neuberger, and Patrick Tuijp (WFA 2012, EFA 2013), revise and resubmit, Journal of Financial and Quantitative Analysis 

Does Interest Rate Exposure Explain the Low-Volatility Anomaly?, with Ivo Kuiper, Korhan Nazliben, and Robbert Beilo, 2nd round, Journal of Banking and Finance

Who Is Afraid of Liquidity Risk? Dynamic Portfolio Choice with Stochastic Illiquidity, with Ran Xing

The Missing Piece of the Puzzle: Liquidity Premiums in Inflation-Indexed Markets, with Theo Nijman and Zorka Simon

Rebalancing for Long Term Investors, with Ivo Kuiper

Myopic or Dynamic Liquidity Management? A Study of Hedge Funds around the 2008 Financial Crisis, with Ran Xing

Beta: The Good, the Bad, and the Ugly, with Jeroen van Zundert

Explaining the Stock Market's Reaction to Unemployment News Over the Business Cycle, with Ivo Kuiper

Older work:

The Norwegian Government Pension Fund’s potential for capturing illiquidity premiumswith Frank de Jong (project for the Norwegian Ministry of Finance)

Option-Implied Correlations and the Price of Correlation Riskwith Pascal Maenhout and Grigory Vilkov

Hedging House Price Risk: Portfolio Choice with Housing Futures, with Frank de Jong and Otto van Hemert