1. Regulatory Limits to Risk Management, September 2019.
Revise and Resubmit, Review of Financial Studies.
* Winner of the 2020 Q-Group Jack Treynor Prize.
* European Finance Association, Best Paper Prize, 2019.
* MFM Fellowship from the Alfred P. Sloan Foundation, University of Chicago, 2017 & 2018.
* AQR Fellowship Award, Winner, 2018.
* EFA 2019, FIRS 2020, MFA 2020, IMF Macro-Financial Research Conference 2020
2. Internal Models, Make Believe Prices, and Bond Market Cornering, June 2020
Joint with Varun Sharma (LBS)
* NBER Insurance Meeting 2020, AFFECT 2020, WFA-CFAR (WashU Olin) 2020, WFA 2021, FIRS 2021,
* SGF 2021, Eastern Finance 2021, EFMA 2021
3. Capital Regulation and Product Market Outcomes, January 2020
Joint with David Humphry (Bank of England)
* AFA 2017, Becker Friedman Institute Macro Finance Summer Session 2017
4. Institutional Corporate Bond Demand, December 2020
Joint with Lorenzo Bretscher (LBS), Lukas Schmid (USC), and Varun Sharma (LBS)
5. Pricing of Climate Risk Insurance: Regulatory Frictions and Cross-Subsidies, January 2021
Joint with Ana-Maria Tenekedijieva (Federal Reserve Board)
Presentations include scheduled