Working Papers:
Working Papers:
Valuation Uncertainty and Dynamic Entrepreneurial Finance
(new draft coming soon)
Identification of Factor Risk Premia
with Maziar Kazemi
Publications:
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:
Work in Progress:
Uncertainty about Volatility and Real Options Exercise
(draft coming soon)