Publications

Joint with Jonathan B. Berk, Binying Liu,

Journal of Finance, forthcoming

Joint with Jonathan B. Berk

Journal of Portfolio Management, (2016), 42 (2), 131-139

Joint with Ralph S.J. Koijen

Journal of Financial Economics (2017), Lead Article, 124 (1), 1-21

Joint with Jonathan Berk

Journal of Financial Economics (2016), Lead Article, 119 (1), 1-23

Joint with Jonathan Berk

Journal of Financial Economics (2015), Lead Article 118 (1), 1-20

Joint with Ralph S.J. Koijen, Wouter Hueskes, Evert Vrugt,

Journal of Financial Economics (2013), Lead Article 110 (3), 503-519

Joint with Michael W. Brandt, Ralph S.J. Koijen,

American Economic Review (2012), 102 (4), 1596-1618

Joint with John R. Graham, Jie Yang,

Journal of Applied Corporate Finance, (2011), 23 (4), 34-59

Joint with John Graham, Jie Yang,

The Journal of Finance, (2010), 65 (6), 2089-2136

Joint with Ralph S.J. Koijen

The Journal of Finance, (2010), 65 (4), 1439-1471

Joint with Michael W. Brandt, Ralph S.J. Koijen,

The Journal of Finance, (2008), 63 (4), 1849-1895