Analyzing Active Fund Managers’ Commitment to ESG:
Evidence from the United Nations Principles for Responsible
Investment
with Aaron
Yoon Management Science, (2023), 69,
723-1322.
[MS]
Revealed Heuristics: Evidence from Investment
Consultants’ Search Behavior
with Sudheer
Chava and Daniel
Weagley Review of Asset Pricing Studies, (2022),
12, 543-592.
[RAPS]
Characteristic-Based Returns: Alpha or Smart
Beta?
with Robert
Korajczyk and Andy
Neuhierl Journal of Investment Management, (2022),
20, 70-89.
[JOIM]
Arbitrage Portfolios
with Robert
Korajczyk and Andy
Neuhierl Review of Financial Studies, (2021), 34,
2813–2856.
[RFS]
Self-fulfilling arbitrages necessitate crash
risk
with Donghyun
Ahn and Kyoungwon Seo
Journal of Financial Markets, (2020), 51, 100547.
[JFM]
Ex-post risk premia estimation and asset pricing tests
using large cross sections: The regression-calibration
approach
with Georgios
Skoulakis Journal of Econometrics, (2018), 204,
159-188.
[JOE]
Large Sample Estimators of Stochastic Discount
Factor
with Robert
Korajczyk
[SSRN]
Capital Allocation and the Market for Mutual Funds:
Inspecting the Mechanism
with Jules
van Binsbergen and John Kim
[SSRN]