“The day destroys the night, Night extends the day: A clientele perspective on equity premium variation”, 2026, with Dong Lou and Christopher Polk. Link here
“The term structure of stock return predictability”, 2024, Link here
"The Penalized Sharpe Ratio: A simple statistic for evaluating tangency portfolia", 2021, with Conrad Landis
“Parametric market timing for mean-variance investors”, previously distributed as Risk Neutral Forecasting, 2001
“The sign of a mean regression: characterisation, estimation and applications”, 2001. Link
“Gibrat's law does not imply Zipf's law”, 2010. Link
“Explaining Zipf’s Law for US cities”, 2009. Link. An online appendix is available here.
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