ORCID as entered in ROS
![orcid_icon](/themes/resgate8/images/icons/ORCIDiD_icon24x24.png)
Select Publications
Asset Pricing with Endogenous State-Dependent Risk Aversion, , http://dx.doi.org/10.2139/ssrn.3536084
,Constrained Principal Components Estimation of Large Approximate Factor Models, , http://dx.doi.org/10.2139/ssrn.2956211
,Forecasting Using a Large Number of Predictors: Bayesian Model Averaging Versus Principal Components Regression, , http://dx.doi.org/10.2139/ssrn.2250902
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