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, 2025, 133:4. 1083-1132, with Dan Greenwald 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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