Bayesian Computation in Finance, 2010, Frontiers of Statistical Decision Making and Bayesian Analysis, Springer, New York. (with Michael Johannes, Hedibert Lopes, Robert McCulloch and Nicholas Polson)
Cross-Sectional Asset Pricing Puzzles: An Equilibrium Perspective, with Scott Cederburg and Doron Avramov.
Momentum, Information Uncertainty and Leverage – An Explanation Based on Recursive Preferences, with Doron Avramov.
Put Option Implied Risk-Premia under General Equilibrium under Recursive Preferences, with Robert McCulloch and Hedibert Lopes.
Endogenous Jump Risk and Risk-Premia, with Thomas Rietz.
Ph.D., Business Economics, University of Chicago, 2006
B.S., Applied Mathematics and Statistics, University of Chicago, 1999