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
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