Select Publications
Preprints
, Endogenous Dynamic Concentration of the Active Fund Management Industry, http://dx.doi.org/10.2139/ssrn.3948277
, Executive Stock Options Pricing with Free Wealth Weights and Continuous Partial Exercise: An Analytic Constrained Portfolio Optimization/Stochastic Discount Factor Approach, http://dx.doi.org/10.2139/ssrn.1915797
, Forum Selection in International Business Contracts: Home Bias Portfolio Puzzle and Managerial Moral Hazard, http://dx.doi.org/10.2139/ssrn.291339
, Fund Flows and Performance Under Dynamic Unobservable Managing Ability, http://dx.doi.org/10.2139/ssrn.3719953
, Gender Competitiveness and Predictability, and Prize Money in Grand Slam Tennis Tournaments, http://dx.doi.org/10.2139/ssrn.3496520
, Information, Insider Trading, Executive Reload Stock Options, Incentives, and Regulation, http://dx.doi.org/10.2139/ssrn.3329078
, Is the Market Portfolio Efficient?, http://dx.doi.org/10.2139/ssrn.2316144
, Linear Beta Pricing with Inefficient Benchmarks, http://dx.doi.org/10.2139/ssrn.2022729
, Linear Beta Pricing with Inefficient Benchmarks, http://dx.doi.org/10.2139/ssrn.893702
, Minimal Dynamic Equilibria, http://dx.doi.org/10.2139/ssrn.3146670
, Mortgage Default: Classification Trees Analysis, http://dx.doi.org/10.2139/ssrn.659881
, Non-Transferable Non-Hedgeable Executive Stock Option Pricing, http://dx.doi.org/10.2139/ssrn.2325601
, Non-Transferable Non-Hedgeable Executive Stock Options Pricing, http://dx.doi.org/10.2139/ssrn.2446385
, Politically Motivated Corporate Decisions: Evidence from China, http://dx.doi.org/10.2139/ssrn.2738946
, Pricing Under Noisy Signaling, http://dx.doi.org/10.2139/ssrn.2408905
, Production and the Real Rate of Interest: A Sample Path Equilibrium, http://dx.doi.org/10.2139/ssrn.291022
, Separating Signaling Equilibria under Random Relations Between Costs and Attributes: Continuum of Attributes, http://dx.doi.org/10.2139/ssrn.487262
, Separating Signaling Equilibria Under Random Relations Between Costs and Attributes: Discrete Attributes, http://dx.doi.org/10.2139/ssrn.486563
, Signaling-Screening Equilibrium in the Mortgage Market, http://dx.doi.org/10.2139/ssrn.295423
, Simple Construction of the Efficient Frontier, http://dx.doi.org/10.2139/ssrn.291654
, The CAPM Relation for Inefficient Portfolios, http://dx.doi.org/10.2139/ssrn.1569191
, The CAPM Relation for Inefficient Portfolios, http://dx.doi.org/10.2139/ssrn.1340936
, The CAPM Relation for Inefficient Portfolios, http://dx.doi.org/10.2139/ssrn.1107153
, The CAPM Relation for Inefficient Portfolios, http://dx.doi.org/10.2139/ssrn.890150
, The International Active Fund Management Industry: Concentration Cross Effects, http://dx.doi.org/10.2139/ssrn.3330131
, The Term Structure of Interest Rates: Bounded or Falling, http://dx.doi.org/10.2139/ssrn.329261
, Transaction Size and Effective Spread: An Informational Relationship, http://dx.doi.org/10.2139/ssrn.1249440