publication venue for
- Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors. 27:3099-3132. 2014
- Discrete-Time AffineℚTerm Structure Models with Generalized Market Prices of Risk. 23:2184-2227. 2010
- Heterogeneous Beliefs and the Effect of Replicatable Options on Asset Prices. 9:723-756. 1996