Working Papers Publications Research Data CV

New and Updated Papers

"Monetary Policy and Asset Valuation"

The Journal of Finance, forthcoming, with Francesco Bianchi and Sydney Ludvigson

"Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?"

with Sydney Ludvigson and Paulo Manoel

WSJ 2019/02/04, Retirement Income Journal 2019/2/7

“How the Wealth Was Won: Factors Shares as Market Fundamentals”

with Dan Greenwald and Sydney Ludvigson

"Factors that Fit the Time Series and Cross-Section of Stock Returns"

Review of Financial Studies, 2020, with Markus Pelger

"Estimating Latent Asset-Pricing Factors"

Journal of Econometrics, 2020, with Markus Pelger

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