Working Papers:

Valuation Uncertainty and the Optimality of Staged Equity Financing  (Under review)

Identification of Factor Risk Premia  (Under review)

with Maziar Kazemi

Publications:

Robust Inference for Moment Condition Models without Rational Expectations

with  Xiaohong Chen and Lars  Hansen

Journal of Econometrics, 2024

New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting

Journal of Economic Theory, 2022

Robust Identification of Investor Beliefs

with Xiaohong Chen and Lars Hansen

Proceedings of the National Academy of Sciences, 2020

Work in Progress:

Uncertainty about Volatility and Real Options Exercise 

Statistically Conservative Hedging of Derivative Claims

A Simple Adjustment to the Gordon Growth Formula when Interest Rates are Time-Varying