Working Papers         Publications         Research Data         CV

New and Updated Papers 

"Glass Box Machine Learning and Corporate Bond Returns"

with Sebastian Bell, Ali Kakhbod, and Abdolreza Nazemi

"3D-PCA: Factor Models with Restrictions"

"High Dimensional Factor Models and the Factor Zoo"

"How the Wealth Was Won: Factors Shares as Market Fundamentals," 

Journal of Political Economy, forthcoming, with Dan Greenwald and Sydney Ludvigson

"Missing Financial Data"

Review of Financial Studies, forthcoming, with Svetlana Bryzgalova, Sven Lerner, and Markus Pelger

"Idiosyncratic Equity Risk Two Decades Later"

Critical Finance Review, 2023, with John Campbell, Burton Malkiel, and Yexiao Xu

"Sorting out Factor Models"

SoFie 2021 Presentation

"Monetary Policy and Asset Valuation"  

The Journal of Finance, 2022, 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

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Haas School of Business

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