Working Papers


Lorenzo Garlappi, Ron Giammarino, and Ali Lazrak
Ambiguity in Corporate Finance: Real Investment Dynamics” (2013) 

Johnny Kang and Carolin Pflueger
Inflation Risk in Corporate Bonds” (2013)

Johnny Kang and Carolin Pflueger
Supplementary Appendix to Inflation Risk in Corporate Bonds” (2013)


Jawad Addoum, Howard Kung, and Gonzalo Morales
Marital Dynamics and Portfolio Choice” (2012)

Hang Bai, Harjoat Bhamra, and Howard Kung
Political Corruption and Sovereign Debt Crises” (2012)

Hyunseob Kim and Howard Kung
Asset Redeployability, Economic Uncertainty, and Corporate Investment” (2012)

Howard Kung
Equilibrium Growth, Inflation, and Bond Yields” (2012)

Howard Kung and Lukas Schmid
Innovation, Growth, and Asset Prices” (2012)

Jose Montiel Olea and Carolin Pflueger
A Robust Test for Weak Instruments” (2012)

Carolin Pflueger and Luis Viceira
An Empirical Decomposition of Risk and Liquidity in Nominal and Inflation-Indexed Government Bonds” (2012)

Carolin Pflueger and Luis Viceira
Appendix to An Empirical Decomposition of Risk and Liquidity in Nominal and In‡flation-Indexed Government Bonds” (2012)

Alberto Romero
Filtering via Taylor Series Approximations” (2012)

Alberto Romero
Sharpe Ratio Volatility: Is it a Puzzle? (Job Market Paper)” (2012)


Eric Aldrich and Howard Kung
Computational Methods for Production-Based Asset Pricing Models with Recursive Utility” (2011)

Glen Donaldson, Maurice Levi, Barrie Nault, and Thomas Ruf
Exchange-Rate Variability and Foreign Factor Income” (2011)

Vincent Gregoire
Do Mutual Fund Managers Adjust NAV for Stale Pricing?” (2011)

Thomas Ruf
Limits to Arbitrage and the Skewness Risk Premium in Options Markets” (2011)

Thomas Ruf
The Dynamics of Overpricing in Structured Products” (2011)

Thomas Ruf and Maurice Levi
The Law of One Price in Unfamiliar Places: The Case of International Real Estate” (2011)


Harjoat Bhamra and Ilya Strebulaev
“The E ffects of Rare Economic Crises on Credit Spreads and Leverage” (2010)


Harjoat Bhamra and Raman Uppal
“How Does Heterogeneity in Recursive Preferences Affect Asset Prices?” (2009)

Oliver Boguth
Stochastic Idiosyncratic Volatility, Portfolio Constraints, and the Cross-Section of Returns” (2009)

Oliver Boguth, Murray Carlson, Adlai Fisher, and Mikhail Simutin
Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas” (2009)

Oliver Boguth and Lars-Alexander Kuehn
Consumption Volatility Risk” (2009)

Glen Donaldson and Mikhail Simutin
Risk Factors and Distributions from Long-Short Trading Strategies: A Monte Carlo Approach” (2009)

Mikhail Simutin
Excess Cash and Mutual Fund Performance” (2009)

Mikhail Simutin
Excess Cash and Stock Returns” (2009)

Mikhail Simutin
IPO O ffer Prices and Firm Performance” (2009)