selected publications
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academic article
- ESG Role in Equity Performance in Private Market, Primary Market and Secondary Market. SSRN Electronic Journal. 2023
- Joining Lifecycle Models with Mean-Variance Optimization. SSRN Electronic Journal. 2023
- The CAPM, APT, and PAPM. SSRN Electronic Journal. 2023
- The Diminishing Role of Active Mutual Funds: Flows and Returns. SSRN Electronic Journal. 2023
- Research Foundation Review 2018. SSRN Electronic Journal. 2019
- The PAPM with Heterogeneous Preferences and Expectations. SSRN Electronic Journal. 2019
- Popularity: A Bridge between Classical and Behavioral Finance. SSRN Electronic Journal. 2018
- Liquidity Style of Mutual Funds. SSRN Electronic Journal. 2012
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blog posting
- Quantifying the Skewness Loss of Diversification. SSRN Electronic Journal. 2018
- The Impact of Skewness and Fat Tails on the Asset Allocation Decision. SSRN Electronic Journal. 2011
- The Equal Importance of Asset Allocation and Active Management. SSRN Electronic Journal. 2010