Asset Heterogeneity and Uncommon Factors
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Research
You can also find my articles on my Google Scholar profile.
Working Papers
Beyond Beta Pricing: SDF Selection from Euler-Restricted Traded–Nontraded Factor–Return Models
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Major Revision, Management Science
Currency Return Dynamics: What Is the Role of US Macroeconomic Regimes?
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Revise and Resubmit, Journal of Financial and Quantitative Analysis