Working papers

• Learning from the Wisdom of Mutual Fund Managers (with Jules Tinang, June 2025)
• The Mean-Variance Anatomy of Behavioral Portfolios (with Jules Tinang, June 2025)
• A Cross-Sectional Analysis of Individual Goods Inflation Rates (with Bingxin Xing and Bruno Feunou, May 2022)
• The Economic Value of TIPS Arbitrage Mispricing (with Shehryar Amin and Vasilis Dedes, March 2020)
• Downside Risk and the Cross-section of Corporate Bond Returns (with Patrick Augustin, Linxiao (Francis) Cong and Ricardo Lopez Aliouchkin, August 2024)
• Loss Uncertainty, Gain Uncertainty and Expected Stock Returns, previously, Variance Premium, Downside Risk, and Expected Stock Returns (with Bruno Feunou, Ricardo Lopez Aliouchkin and Lai Xu, January 2021)
• Asymmetries at the core of short-term return predictability (with Johannes Breckenfelder and Bastien Buchwalter, June 2025)