Risk Premia in the Bitcoin Market. 2024, (with M. Grith, R. Miftachov, and Z. Wang )
Forecasting Yield Curves under Quantitative Easing and Yield Curve Control. 2023, (with H. Dai )
Asset Pricing with Nonlinear Principal Components. 2022, (with R. Garcia, and S. N'Dri)
Robust Asset Allocation 2021, (with P. Engel, G. Freire, and H. Moreira)