Research

Selective Publications:

• Stock market mean reversion and portfolio choice over the life cycle with Alexander Michaelides (Journal of Financial and Quantitative Analysis, 52-3, 2017)

• Tactical Target Date Funds with Alexander Michaelides and Francisco Gomes, Management Science Forthcoming

• Optimal Target-Date Funds for Observed Savings Rates with Alexander Michaelides, Francisco Gomes and Radu Gabudean, Journal of Retirement, Forthcoming

Working Papers:

• Strategic Asset Allocation for Sovereign Wealth Funds with Alexander Michaelides

• Life-Cycle Consumption and Portfolio Choice with an Imperfect Predictor with Alexander Michaelides, Journal of Banking and Finance, R&R

• Family Portfolio Chocie with Alexander Michaelides and Joachim Inkmann

• Learning through connections: Evidence from managerial disclosure with Jyun-Ying Fu and Wanli Zhao

• Who Matters More? Executive or Analyst Verbal Dispersion in Earnings Conference Call with Jyun Ying Fu and Jingyu Zhang

• Demographic Aging and Life Cycle Portfolio Choice

• Industry Dynamics with Bubbles with Wei Zai, Shangyu Liu

• Demographic Aging and Stock Markets across Countries with Ke Wu, Jianqiu Wang