Recent Research
Asset Pricing with Matrix Jump Diffusions
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia
When There is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns
Robust Modeling and Estimation: A Unified Approach to Deal with Model Uncertainty
Portfolio Business Activities, Lévy Returns and Stochastic Multivariate Risk
Robust Resampling Methods for Time Series
Learning and Rare Disasters in the Lucas Orchard
Robust Predictive Regression
Three Make a Dynamic Smile - Unspanned Skewness and Interacting Volatility Components in Option Valuation
Variance Covariance Orders and Median Preserving Spreads
Infinitesimal Robustness for Diffusions (forthcoming, JASA)
A General Multivariate Threshold GARCH Model with Dynamic Conditional Correlations (forthcoming, JBES)
Correlation Risk and Optimal Portfolio Choice (2010, Journal of Finance)
Ambiguity Aversion and the Term Structure of Interest Rates (2009, Review of Financial Studies)
Learning and
Asset Prices under Ambiguous Information (2008, Review of Financial Studies)